-66.6%
RBLX vs OUST
+33.5%
-100.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.7% | +4.1% |
| 7D | +12.4% | +5.2% | +7.2% | +11.6% |
| 30D | +19.7% | -19.3% | +38.9% | +22.7% |
| 3M | -0.1% | -22.6% | +22.5% | +0.2% |
| 6M | -35.7% | +62.8% | -98.5% | -47.0% |
| YTD | -46.6% | +68.3% | -114.9% | -57.0% |
| 1Y | -66.6% | +28.5% | -95.2% | -71.5% |
| All | -66.6% | +33.5% | -100.1% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling