+262.3%
RDW vs OUST
+645.3%
-383.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.9% | +3.7% | +5.5% |
| 7D | +9.5% | +12.7% | -3.3% | +4.5% |
| 30D | -17.4% | -13.6% | -3.7% | -12.8% |
| 3M | -39.5% | -8.3% | -31.2% | -39.9% |
| 6M | +31.3% | +85.0% | -53.6% | -1.2% |
| YTD | +47.8% | +73.2% | -25.5% | +15.1% |
| 1Y | +33.8% | +32.5% | +1.4% | +11.9% |
| 3Y | +262.3% | +643.8% | -381.6% | +73.6% |
| All | +262.3% | +645.3% | -383.1% | +73.6% |
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