+577.1%
OUST vs RBA
+36.9%
+540.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | +5.2% | -2.9% | +8.2% | +7.3% |
| 30D | -19.3% | -12.3% | -7.0% | -12.7% |
| 3M | -22.6% | -20.5% | -2.1% | -11.9% |
| 6M | +62.8% | -18.5% | +81.3% | +81.3% |
| YTD | +68.3% | -18.2% | +86.6% | +85.8% |
| 1Y | +28.5% | -27.5% | +56.1% | +56.7% |
| All | +577.1% | +36.9% | +540.2% | +523.1% |
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