-16.7%
RDW vs OUST
-53.5%
+36.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.3% | -1.4% | -3.6% |
| 7D | +3.6% | +4.0% | -0.5% | +2.3% |
| 30D | -18.4% | -14.0% | -4.5% | -14.4% |
| 3M | -32.1% | -5.9% | -26.1% | -32.8% |
| 6M | +10.9% | +76.4% | -65.5% | -11.1% |
| YTD | +40.8% | +67.5% | -26.7% | +16.0% |
| 1Y | +31.1% | +27.1% | +4.0% | +15.4% |
| 3Y | +245.2% | +619.0% | -373.9% | +71.8% |
| 5Y | -16.7% | -54.9% | +38.2% | -3.7% |
| All | -16.7% | -53.5% | +36.8% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling