-39.0%
RDDT vs OUST
+29.4%
-68.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.4% | -1.3% |
| 7D | -7.4% | +4.0% | -11.4% | -8.1% |
| 30D | -7.7% | -14.0% | +6.2% | -5.1% |
| 3M | -17.8% | -5.9% | -11.9% | -19.9% |
| 6M | +5.5% | +76.4% | -70.9% | -13.5% |
| YTD | -36.3% | +67.5% | -103.8% | -47.7% |
| 1Y | -39.0% | +27.1% | -66.1% | -47.1% |
| All | -39.0% | +29.4% | -68.4% | -47.1% |
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 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