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  • OUST vs RY✓SelectedUSD · RYOUST vs RY performance historyLatest closeAs of+1.67%09/04
Stock and ETF performance explorer

OUST vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+577.1%
RY return
+154.9%
Excess return
+422.3%
Maximum drawdown
-64.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
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