-6.3%
RKT vs OUST
-56.2%
+49.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.4% |
| 7D | +2.1% | +5.2% | -3.1% | +1.3% |
| 30D | +1.4% | -19.3% | +20.7% | +4.5% |
| 3M | +6.3% | -22.6% | +28.9% | +7.3% |
| 6M | -15.5% | +62.8% | -78.2% | -25.7% |
| YTD | -27.4% | +68.3% | -95.7% | -36.8% |
| 1Y | -26.6% | +28.5% | -55.1% | -34.9% |
| 3Y | +41.2% | +554.0% | -512.8% | -21.4% |
| All | -6.3% | -56.2% | +49.9% | -13.3% |
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