+140.1%
RBRK vs OUST
+401.2%
-261.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.3% | -2.6% |
| 7D | +1.9% | +4.0% | -2.2% | +1.3% |
| 30D | -9.3% | -14.0% | +4.7% | -7.5% |
| 3M | +23.8% | -5.9% | +29.7% | +21.7% |
| 6M | +55.4% | +76.4% | -21.0% | +35.3% |
| YTD | +16.1% | +67.5% | -51.3% | +1.0% |
| 1Y | -9.8% | +27.1% | -36.9% | -20.1% |
| All | +140.1% | +401.2% | -261.2% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling