-53.2%
RBLX vs OUST
+28.6%
-81.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.0% | -10.5% | +1.4% |
| 7D | +14.7% | +17.0% | -2.3% | +11.9% |
| 30D | +6.2% | -16.5% | +22.7% | +8.1% |
| 3M | +36.8% | -23.7% | +60.5% | +40.1% |
| 6M | +12.7% | +18.4% | -5.7% | -0.6% |
| YTD | -39.2% | +60.8% | -99.9% | -54.0% |
| All | -53.2% | +28.6% | -81.8% | -63.0% |
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 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