-29.1%
RBLX vs OUST
-67.5%
+38.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.0% | -10.5% | +0.8% |
| 7D | +14.7% | +17.0% | -2.3% | +11.0% |
| 30D | +6.2% | -16.5% | +22.7% | +9.4% |
| 3M | +36.8% | -23.7% | +60.5% | +41.8% |
| 6M | +12.7% | +18.4% | -5.7% | +0.3% |
| YTD | -39.2% | +60.8% | -99.9% | -49.9% |
| 1Y | -51.3% | +44.2% | -95.5% | -59.2% |
| 3Y | +45.6% | +668.1% | -622.5% | -33.7% |
| 5Y | -36.8% | -48.8% | +12.0% | -40.8% |
| All | -29.1% | -67.5% | +38.4% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling