+573.7%
OUST vs RBA
+44.2%
+529.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.3% | -8.7% | -8.8% |
| 7D | -5.0% | +7.3% | -12.4% | -8.9% |
| 30D | -32.0% | +16.9% | -49.0% | -38.5% |
| 3M | -32.4% | -0.5% | -31.9% | -32.7% |
| 6M | +6.7% | -10.4% | +17.1% | +12.3% |
| YTD | +41.0% | -7.2% | +48.3% | +43.1% |
| 1Y | +18.0% | -2.2% | +20.2% | +15.3% |
| All | +573.7% | +44.2% | +529.5% | +514.9% |
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