+11.1%
RDW vs OUST
+11.1%
0.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +15.7% | -20.7% | -13.4% |
| 7D | -14.3% | -0.2% | -14.1% | -15.2% |
| 30D | -26.0% | -24.0% | -2.0% | -15.4% |
| 3M | -27.4% | -29.9% | +2.5% | -14.6% |
| 6M | -10.6% | +19.1% | -29.8% | -31.3% |
| YTD | +1.6% | +55.0% | -53.4% | -39.8% |
| 1Y | +11.1% | +21.2% | -10.1% | -20.2% |
| All | +11.1% | +11.1% | 0.0% | -20.2% |
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