+369.6%
RCL vs OUST
-68.5%
+438.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.0% | +5.9% | -1.8% |
| 7D | +3.9% | -5.0% | +9.0% | +4.5% |
| 30D | +11.8% | -32.0% | +43.8% | +17.6% |
| 3M | -0.8% | -32.4% | +31.5% | +3.8% |
| 6M | +23.6% | +6.7% | +16.9% | +16.0% |
| YTD | +17.6% | +41.0% | -23.4% | +4.4% |
| 1Y | +28.3% | +18.0% | +10.3% | +16.3% |
| 3Y | +261.4% | +560.6% | -299.2% | +115.8% |
| 5Y | +245.3% | -55.1% | +300.5% | +172.3% |
| All | +369.6% | -68.5% | +438.1% | +278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling