+24.5%
OUST vs SARO
-11.3%
+35.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -0.2% |
| 7D | -1.7% | -4.0% | +2.3% | +2.9% |
| 30D | -21.9% | -16.1% | -5.8% | -4.8% |
| 3M | -8.2% | -4.5% | -3.7% | -0.7% |
| 6M | +57.5% | -17.0% | +74.5% | +96.0% |
| YTD | +62.8% | -17.5% | +80.3% | +93.0% |
| 1Y | +24.5% | -12.3% | +36.8% | +40.9% |
| All | +24.5% | -11.3% | +35.9% | +40.9% |
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