+21.2%
OUST vs SARO
-7.8%
+29.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +1.9% | +13.8% | +14.2% |
| 7D | -0.2% | +15.8% | -16.0% | -12.3% |
| 30D | -24.0% | +22.2% | -46.2% | -36.7% |
| 3M | -29.9% | -16.2% | -13.7% | -16.6% |
| 6M | +19.1% | +4.6% | +14.6% | +15.4% |
| YTD | +55.0% | -10.4% | +65.3% | +66.4% |
| 1Y | +21.2% | -6.5% | +27.7% | +21.7% |
| All | +21.2% | -7.8% | +29.0% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling