+241.5%
RDW vs OUST
+692.9%
-451.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +8.8% | +14.0% | -5.1% | +4.3% |
| 30D | -8.9% | +2.5% | -11.4% | -9.9% |
| 3M | -37.8% | -15.3% | -22.5% | -34.0% |
| 6M | -30.9% | +42.6% | -73.5% | -42.7% |
| YTD | +10.5% | +76.6% | -66.1% | -15.9% |
| 1Y | +37.0% | +54.1% | -17.0% | +9.5% |
| All | +241.5% | +692.9% | -451.5% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling