+675.3%
OUST vs RBA
+51.9%
+623.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | +31.9% | +3.2% | +28.7% | +29.3% |
| 30D | -4.2% | +12.0% | -16.2% | -12.0% |
| 3M | -9.3% | +2.9% | -12.2% | -12.2% |
| 6M | +51.7% | -6.3% | +57.9% | +53.5% |
| YTD | +76.6% | -5.9% | +82.5% | +75.8% |
| 1Y | +48.9% | -3.9% | +52.8% | +45.4% |
| 3Y | +675.3% | +64.9% | +610.4% | +372.1% |
| All | +675.3% | +51.9% | +623.4% | +372.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling