+206.2%
RDDT vs OUST
+614.3%
-408.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | +1.0% | +5.2% | -4.3% | +0.2% |
| 30D | -0.5% | -19.3% | +18.7% | +2.6% |
| 3M | -16.0% | -22.6% | +6.6% | -15.0% |
| 6M | +4.9% | +62.8% | -57.9% | -6.7% |
| YTD | -32.8% | +68.3% | -101.2% | -40.9% |
| 1Y | -33.5% | +28.5% | -62.0% | -39.8% |
| All | +206.2% | +614.3% | -408.1% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling