+458.8%
RMBS vs OUST
-60.2%
+519.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +10.8% | -2.5% | +6.0% |
| 7D | -3.9% | +36.7% | -40.6% | -10.2% |
| 30D | -24.9% | -3.3% | -21.5% | -24.6% |
| 3M | -20.5% | -11.1% | -9.3% | -18.9% |
| 6M | -37.5% | +53.1% | -90.6% | -43.4% |
| YTD | -12.1% | +78.2% | -90.4% | -23.0% |
| 1Y | -25.0% | +50.0% | -75.0% | -32.5% |
| 3Y | +36.1% | +836.2% | -800.1% | -15.7% |
| 5Y | +236.1% | -50.0% | +286.1% | +170.9% |
| All | +458.8% | -60.2% | +519.0% | +358.4% |
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