+469.1%
RMBS vs OUST
-65.5%
+534.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.5% | +5.3% | -1.4% |
| 7D | +10.3% | -3.8% | +14.1% | +11.2% |
| 30D | -10.7% | +5.1% | -15.8% | -12.0% |
| 3M | -17.2% | -25.8% | +8.6% | -12.4% |
| 6M | -39.0% | -2.0% | -37.0% | -39.5% |
| YTD | -10.5% | +54.7% | -65.2% | -19.3% |
| 1Y | -11.0% | +48.8% | -59.8% | -19.3% |
| 3Y | +31.3% | +607.8% | -576.5% | -14.5% |
| 5Y | +242.8% | -52.7% | +295.5% | +182.7% |
| All | +469.1% | -65.5% | +534.6% | +380.9% |
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