-21.9%
RKT vs OUST
-64.1%
+42.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.0% | -12.4% | -0.3% |
| 7D | +17.7% | +17.0% | +0.7% | +14.9% |
| 30D | +31.6% | -16.5% | +48.1% | +34.0% |
| 3M | +13.9% | -23.7% | +37.6% | +16.7% |
| 6M | +2.8% | +18.4% | -15.6% | -4.3% |
| YTD | -22.2% | +60.8% | -83.0% | -31.3% |
| 1Y | -3.5% | +44.2% | -47.7% | -13.8% |
| 3Y | +95.3% | +668.1% | -572.8% | +16.7% |
| 5Y | -0.4% | -48.8% | +48.4% | -25.5% |
| All | -21.9% | -64.1% | +42.2% | -46.2% |
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 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