-60.6%
OUST vs RBA
+65.4%
-126.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +14.0% | +0.6% | +13.3% | +13.6% |
| 30D | +2.5% | +9.0% | -6.4% | -2.2% |
| 3M | -15.3% | +7.2% | -22.5% | -19.2% |
| 6M | +42.6% | -7.8% | +50.4% | +45.3% |
| YTD | +76.6% | -6.4% | +83.0% | +78.5% |
| 1Y | +54.1% | -4.2% | +58.2% | +53.9% |
| 3Y | +675.3% | +64.1% | +611.2% | +527.8% |
| 5Y | -45.1% | +48.4% | -93.5% | -55.1% |
| All | -60.6% | +65.4% | -126.0% | -70.0% |
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