+234.8%
RCL vs OUST
-56.2%
+291.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | -5.1% | +5.2% | -10.3% | -5.9% |
| 30D | -19.0% | -19.3% | +0.3% | -16.6% |
| 3M | -9.6% | -22.6% | +13.1% | -9.0% |
| 6M | -6.7% | +62.8% | -69.5% | -18.3% |
| YTD | -3.9% | +68.3% | -72.3% | -17.0% |
| 1Y | -25.1% | +28.5% | -53.6% | -33.7% |
| 3Y | +179.1% | +554.0% | -374.9% | +60.6% |
| All | +234.8% | -56.2% | +291.0% | +164.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling