+95.6%
RDDT vs OUST
+649.4%
-553.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | +2.6% | +31.9% | -29.3% | -2.0% |
| 30D | -38.3% | -4.2% | -34.1% | -38.1% |
| 3M | -37.8% | -9.3% | -28.6% | -37.4% |
| 6M | -36.7% | +51.7% | -88.3% | -43.0% |
| YTD | -57.1% | +76.6% | -133.7% | -62.8% |
| 1Y | -51.7% | +48.9% | -100.6% | -57.2% |
| All | +95.6% | +649.4% | -553.8% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling