-28.9%
RKT vs OUST
-62.3%
+33.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.2% | -0.8% | -4.5% |
| 7D | -7.5% | +19.9% | -27.4% | -9.9% |
| 30D | +26.6% | +3.6% | +23.0% | +25.1% |
| 3M | -2.4% | -20.6% | +18.2% | -0.5% |
| 6M | -7.4% | +35.1% | -42.4% | -15.2% |
| YTD | -29.2% | +69.1% | -98.3% | -37.9% |
| 1Y | -23.5% | +49.9% | -73.5% | -32.0% |
| 3Y | +73.9% | +642.4% | -568.5% | +4.7% |
| 5Y | -6.6% | -48.3% | +41.7% | -30.6% |
| All | -28.9% | -62.3% | +33.3% | -51.4% |
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