+208.0%
RDDT vs OUST
+590.8%
-382.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.8% | +8.9% | +6.5% |
| 7D | -0.4% | -1.7% | +1.3% | -0.2% |
| 30D | -0.5% | -21.9% | +21.4% | +3.2% |
| 3M | -9.8% | -8.2% | -1.6% | -10.8% |
| 6M | +15.8% | +57.5% | -41.7% | +3.6% |
| YTD | -32.4% | +62.8% | -95.2% | -40.3% |
| 1Y | -40.0% | +24.5% | -64.6% | -45.5% |
| All | +208.0% | +590.8% | -382.8% | +199.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling