-64.1%
OUST vs RBA
+61.6%
-125.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.3% | +15.3% | +14.7% |
| 7D | +17.0% | +4.3% | +12.7% | +14.4% |
| 30D | -16.5% | +16.3% | -32.8% | -23.4% |
| 3M | -23.7% | +1.3% | -25.0% | -25.3% |
| 6M | +18.4% | -11.1% | +29.4% | +23.2% |
| YTD | +60.8% | -8.5% | +69.3% | +64.2% |
| 1Y | +44.2% | -2.1% | +46.3% | +42.2% |
| 3Y | +668.1% | +44.6% | +623.5% | +547.4% |
| 5Y | -48.8% | +36.8% | -85.7% | -56.8% |
| All | -64.1% | +61.6% | -125.8% | -72.4% |
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