+573.7%
OUST vs RY
+158.9%
+414.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.9% | -6.1% | -4.2% |
| 7D | -5.0% | -1.1% | -3.9% | -2.5% |
| 30D | -32.0% | +4.4% | -36.5% | -36.2% |
| 3M | -32.4% | -2.9% | -29.4% | -28.0% |
| 6M | +6.7% | +15.6% | -8.9% | -13.1% |
| YTD | +41.0% | +21.8% | +19.2% | +6.7% |
| 1Y | +18.0% | +42.6% | -24.6% | -28.8% |
| All | +573.7% | +158.9% | +414.8% | +48.2% |
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