-45.7%
RDDT vs OUST
+11.1%
-56.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +15.7% | -9.8% | +2.9% |
| 7D | -24.4% | -0.2% | -24.1% | -24.1% |
| 30D | -32.3% | -24.0% | -8.3% | -29.1% |
| 3M | -36.3% | -29.9% | -6.4% | -32.8% |
| 6M | -39.7% | +19.1% | -58.9% | -45.1% |
| YTD | -55.7% | +55.0% | -110.7% | -63.0% |
| 1Y | -45.7% | +21.2% | -66.9% | -51.0% |
| All | -45.7% | +11.1% | -56.8% | -51.0% |
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