+28.3%
RCL vs OUST
-1.5%
+29.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.0% | +5.9% | -2.0% |
| 7D | +3.9% | -5.0% | +9.0% | +4.4% |
| 30D | +11.8% | -32.0% | +43.8% | +16.3% |
| 3M | -0.8% | -32.4% | +31.5% | +2.7% |
| 6M | +23.6% | +6.7% | +16.9% | +15.9% |
| YTD | +17.6% | +41.0% | -23.4% | +4.3% |
| 1Y | +28.3% | +18.0% | +10.3% | +15.0% |
| All | +28.3% | -1.5% | +29.8% | +15.0% |
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