-11.0%
RMBS vs OUST
+40.1%
-51.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.5% | +5.3% | +0.4% |
| 7D | +10.3% | -3.8% | +14.1% | +12.0% |
| 30D | -10.7% | +5.1% | -15.8% | -13.6% |
| 3M | -17.2% | -25.8% | +8.6% | -7.9% |
| 6M | -39.0% | -2.0% | -37.0% | -41.6% |
| YTD | -10.5% | +54.7% | -65.2% | -33.4% |
| 1Y | -11.0% | +48.8% | -59.8% | -33.8% |
| All | -11.0% | +40.1% | -51.1% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling