+2.0%
RDW vs OUST
-75.0%
+77.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +0.9% | -3.0% | +3.9% | +1.8% |
| 30D | -21.3% | -23.4% | +2.1% | -14.7% |
| 3M | -37.9% | -10.8% | -27.1% | -37.5% |
| 6M | +12.3% | +42.7% | -30.5% | -2.1% |
| YTD | +39.7% | +63.3% | -23.5% | +18.2% |
| 1Y | +25.7% | +15.0% | +10.7% | +15.2% |
| 3Y | +230.8% | +610.9% | -380.0% | +79.2% |
| 5Y | -8.8% | -54.8% | +46.0% | -25.1% |
| All | +2.0% | -75.0% | +77.0% | -13.3% |
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