-25.7%
RDW vs OUST
-76.3%
+50.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.5% | +4.8% | -1.0% |
| 7D | +7.2% | -3.8% | +11.0% | +8.7% |
| 30D | -10.3% | +5.1% | -15.4% | -11.5% |
| 3M | -41.4% | -25.8% | -15.6% | -35.9% |
| 6M | -32.5% | -2.0% | -30.5% | -33.2% |
| YTD | +1.7% | +54.7% | -53.0% | -12.5% |
| 1Y | +39.0% | +48.8% | -9.8% | +21.1% |
| 3Y | +214.2% | +607.8% | -393.6% | +73.3% |
| 5Y | -31.3% | -52.7% | +21.4% | -43.0% |
| All | -25.7% | -76.3% | +50.6% | -35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling