-35.5%
RBLX vs OUST
-65.0%
+29.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +2.9% |
| 7D | +10.2% | +12.7% | -2.5% | +7.7% |
| 30D | +18.6% | -13.6% | +32.2% | +21.3% |
| 3M | +6.0% | -8.3% | +14.3% | +3.1% |
| 6M | -29.5% | +85.0% | -114.4% | -42.7% |
| YTD | -44.7% | +73.2% | -117.9% | -54.7% |
| 1Y | -65.1% | +32.5% | -97.6% | -70.5% |
| 3Y | +54.5% | +643.8% | -589.4% | -28.5% |
| 5Y | -46.3% | -52.1% | +5.8% | -48.7% |
| All | -35.5% | -65.0% | +29.5% | -37.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling