+28.8%
RBLX vs OUST
+594.6%
-565.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.5% | +5.6% | -1.8% |
| 7D | +1.2% | -3.8% | +5.0% | +1.7% |
| 30D | +5.0% | +5.1% | -0.1% | +4.0% |
| 3M | +31.5% | -25.8% | +57.3% | +35.5% |
| 6M | +18.9% | -2.0% | +21.0% | +13.9% |
| YTD | -38.4% | +54.7% | -93.1% | -46.0% |
| 1Y | -50.7% | +48.8% | -99.5% | -56.6% |
| 3Y | +28.8% | +607.8% | -579.0% | -17.9% |
| All | +28.8% | +594.6% | -565.8% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling