-25.1%
RCL vs OUST
+33.5%
-58.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | -5.1% | +5.2% | -10.3% | -5.7% |
| 30D | -19.0% | -19.3% | +0.3% | -17.1% |
| 3M | -9.6% | -22.6% | +13.1% | -9.0% |
| 6M | -6.7% | +62.8% | -69.5% | -18.6% |
| YTD | -3.9% | +68.3% | -72.3% | -17.3% |
| 1Y | -25.1% | +28.5% | -53.6% | -32.6% |
| All | -25.1% | +33.5% | -58.6% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling