-65.5%
OUST vs RBA
+64.5%
-129.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.9% | -9.5% | -9.0% |
| 7D | -3.8% | +1.7% | -5.5% | -4.6% |
| 30D | +5.1% | +8.3% | -3.3% | +0.4% |
| 3M | -25.8% | +10.5% | -36.4% | -30.4% |
| 6M | -2.0% | -5.9% | +3.8% | -1.2% |
| YTD | +54.7% | -6.9% | +61.6% | +56.7% |
| 1Y | +48.8% | -4.9% | +53.7% | +49.1% |
| 3Y | +607.8% | +64.5% | +543.4% | +472.9% |
| 5Y | -52.7% | +46.1% | -98.8% | -61.1% |
| All | -65.5% | +64.5% | -129.9% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling