+269.1%
RCL vs OUST
+537.2%
-268.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +16.7% |
| 3M | -0.8% | -32.4% | +31.5% | +3.1% |
| 6M | +23.6% | +6.7% | +16.9% | +17.1% |
| YTD | +17.6% | +41.0% | -23.4% | +6.2% |
| 1Y | +28.3% | +18.0% | +10.3% | +17.9% |
| All | +269.1% | +537.2% | -268.0% | +151.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling