+153.2%
RBRK vs OUST
+403.9%
-250.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.4% |
| 7D | +0.7% | +5.2% | -4.6% | -0.1% |
| 30D | +10.4% | -19.3% | +29.7% | +13.5% |
| 3M | +21.6% | -22.6% | +44.3% | +22.9% |
| 6M | +70.7% | +62.8% | +7.9% | +50.4% |
| YTD | +22.5% | +68.3% | -45.9% | +6.5% |
| 1Y | +8.2% | +28.5% | -20.3% | -4.2% |
| All | +153.2% | +403.9% | -250.7% | +65.7% |
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