-62.4%
OUST vs RY
+247.2%
-309.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.7% |
| 7D | +5.2% | +3.1% | +2.1% | +0.8% |
| 30D | -19.3% | -0.3% | -18.9% | -18.5% |
| 3M | -22.6% | +8.7% | -31.3% | -30.3% |
| 6M | +62.8% | +28.5% | +34.2% | +16.9% |
| YTD | +68.3% | +25.1% | +43.2% | +26.1% |
| 1Y | +28.5% | +46.3% | -17.7% | -21.0% |
| 3Y | +554.0% | +154.9% | +399.1% | +96.0% |
| 5Y | -56.2% | +140.3% | -196.5% | -85.5% |
| All | -62.4% | +247.2% | -309.7% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling