-68.5%
OUST vs RBA
+63.8%
-132.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.3% | -8.7% | -8.8% |
| 7D | -5.0% | +7.3% | -12.4% | -8.5% |
| 30D | -32.0% | +16.9% | -49.0% | -37.7% |
| 3M | -32.4% | -0.5% | -31.9% | -33.1% |
| 6M | +6.7% | -10.4% | +17.1% | +10.8% |
| YTD | +41.0% | -7.2% | +48.3% | +43.2% |
| 1Y | +18.0% | -2.2% | +20.2% | +16.7% |
| 3Y | +560.6% | +43.7% | +516.9% | +458.4% |
| 5Y | -55.1% | +38.7% | -93.8% | -62.3% |
| All | -68.5% | +63.8% | -132.4% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling