-21.3%
RKT vs OUST
-60.2%
+39.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.8% | -10.0% | -0.6% |
| 7D | +10.3% | +36.7% | -26.4% | +5.5% |
| 30D | +32.3% | -3.3% | +35.7% | +32.0% |
| 3M | +10.7% | -11.1% | +21.8% | +11.1% |
| 6M | -3.2% | +53.1% | -56.2% | -13.0% |
| YTD | -21.5% | +78.2% | -99.8% | -31.7% |
| 1Y | -6.0% | +50.0% | -56.0% | -16.5% |
| 3Y | +104.2% | +836.2% | -731.9% | +18.4% |
| 5Y | +2.5% | -50.0% | +52.5% | -24.3% |
| All | -21.3% | -60.2% | +39.0% | -46.6% |
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 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