-27.0%
RMBS vs OUST
+41.3%
-68.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -8.4% | +31.9% | -40.3% | -19.2% |
| 30D | -24.9% | -4.2% | -20.6% | -24.2% |
| 3M | -15.8% | -9.3% | -6.5% | -13.8% |
| 6M | -37.5% | +51.7% | -89.2% | -51.0% |
| YTD | -12.1% | +76.6% | -88.7% | -39.5% |
| 1Y | -27.0% | +48.9% | -75.9% | -45.3% |
| All | -27.0% | +41.3% | -68.3% | -45.3% |
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 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