+196.2%
RDDT vs OUST
+635.1%
-438.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -3.7% |
| 7D | +3.3% | +12.7% | -9.4% | +1.4% |
| 30D | -7.6% | -13.6% | +6.0% | -5.6% |
| 3M | -12.7% | -8.3% | -4.4% | -13.8% |
| 6M | +7.2% | +85.0% | -77.8% | -6.4% |
| YTD | -35.0% | +73.2% | -108.3% | -43.1% |
| 1Y | -35.0% | +32.5% | -67.5% | -41.5% |
| All | +196.2% | +635.1% | -438.9% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling