+12.7%
RBLX vs OUST
+31.3%
-18.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.0% | -10.5% | +2.4% |
| 7D | +14.7% | +17.0% | -2.3% | +13.2% |
| 30D | +6.2% | -16.5% | +22.7% | +6.2% |
| 3M | +36.8% | -23.7% | +60.5% | +37.2% |
| 6M | +12.7% | +18.4% | -5.7% | +17.9% |
| All | +12.7% | +31.3% | -18.6% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling