+370.4%
RCL vs OUST
-65.5%
+435.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.5% | +8.9% | +1.6% |
| 7D | -1.2% | -3.8% | +2.6% | -0.7% |
| 30D | +17.8% | +5.1% | +12.8% | +16.3% |
| 3M | +4.9% | -25.8% | +30.8% | +8.2% |
| 6M | +23.7% | -2.0% | +25.7% | +18.3% |
| YTD | +17.8% | +54.7% | -36.9% | +2.9% |
| 1Y | +28.9% | +48.8% | -19.9% | +12.7% |
| 3Y | +241.9% | +607.8% | -365.9% | +102.4% |
| 5Y | +295.4% | -52.7% | +348.1% | +208.3% |
| All | +370.4% | -65.5% | +435.9% | +272.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling