-49.3%
RDDT vs OUST
+50.6%
-99.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | +3.7% | +14.0% | -10.3% | +0.9% |
| 30D | -33.9% | +2.5% | -36.5% | -34.6% |
| 3M | -32.4% | -15.3% | -17.0% | -31.2% |
| 6M | -33.8% | +42.6% | -76.4% | -41.5% |
| YTD | -54.0% | +76.6% | -130.7% | -62.6% |
| 1Y | -49.3% | +54.1% | -103.3% | -57.3% |
| All | -49.3% | +50.6% | -99.8% | -57.3% |
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