+504.7%
OUST vs SARO
-21.1%
+525.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +4.1% |
| 7D | +12.7% | +1.1% | +11.6% | +11.6% |
| 30D | -13.6% | -16.2% | +2.6% | +0.8% |
| 3M | -8.3% | -1.3% | -7.0% | -5.4% |
| 6M | +85.0% | -15.2% | +100.2% | +113.1% |
| YTD | +73.2% | -14.7% | +87.9% | +98.1% |
| 1Y | +32.5% | -9.1% | +41.5% | +47.5% |
| All | +504.7% | -21.1% | +525.7% | +599.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling