+577.1%
OUST vs RY
+154.9%
+422.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.8% |
| 7D | +5.2% | +3.1% | +2.1% | 0.0% |
| 30D | -19.3% | -0.3% | -18.9% | -18.4% |
| 3M | -22.6% | +8.7% | -31.3% | -31.5% |
| 6M | +62.8% | +28.5% | +34.2% | +10.9% |
| YTD | +68.3% | +25.1% | +43.2% | +20.2% |
| 1Y | +28.5% | +46.3% | -17.7% | -26.6% |
| All | +577.1% | +154.9% | +422.3% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling