-37.7%
RBLX vs OUST
-66.0%
+28.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.7% | +4.0% |
| 7D | +12.4% | +5.2% | +7.2% | +11.3% |
| 30D | +19.7% | -19.3% | +38.9% | +23.9% |
| 3M | -0.1% | -22.6% | +22.5% | +0.3% |
| 6M | -35.7% | +62.8% | -98.5% | -46.4% |
| YTD | -46.6% | +68.3% | -114.9% | -56.0% |
| 1Y | -66.6% | +28.5% | -95.2% | -71.7% |
| 3Y | +52.3% | +554.0% | -501.8% | -27.2% |
| 5Y | -47.7% | -56.2% | +8.5% | -49.1% |
| All | -37.7% | -66.0% | +28.3% | -38.8% |
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