-32.5%
RDW vs OUST
+16.4%
-48.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.5% | +4.8% | +1.0% |
| 7D | +7.2% | -3.8% | +11.0% | +9.6% |
| 30D | -10.3% | +5.1% | -15.4% | -12.6% |
| 3M | -41.4% | -25.8% | -15.6% | -32.6% |
| 6M | -32.5% | -2.0% | -30.5% | -44.2% |
| All | -32.5% | +16.4% | -48.9% | -44.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling