-53.8%
OUST vs RY
+140.8%
-194.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.7% |
| 7D | +5.2% | +3.1% | +2.1% | +0.4% |
| 30D | -19.3% | -0.3% | -18.9% | -18.4% |
| 3M | -22.6% | +8.7% | -31.3% | -30.9% |
| 6M | +62.8% | +28.5% | +34.2% | +13.9% |
| YTD | +68.3% | +25.1% | +43.2% | +23.2% |
| 1Y | +28.5% | +46.3% | -17.7% | -24.0% |
| 3Y | +554.0% | +154.9% | +399.1% | +74.4% |
| All | -53.8% | +140.8% | -194.6% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling