-55.1%
OUST vs RBA
+48.6%
-103.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.3% | -8.7% | -8.8% |
| 7D | -5.0% | +7.3% | -12.4% | -8.6% |
| 30D | -32.0% | +16.9% | -49.0% | -37.9% |
| 3M | -32.4% | -0.5% | -31.9% | -33.0% |
| 6M | +6.7% | -10.4% | +17.1% | +11.1% |
| YTD | +41.0% | -7.2% | +48.3% | +43.3% |
| 1Y | +18.0% | -2.2% | +20.2% | +16.5% |
| 3Y | +560.6% | +43.7% | +516.9% | +461.4% |
| 5Y | -55.1% | +38.7% | -93.8% | -63.7% |
| All | -55.1% | +48.6% | -103.7% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling