+253.1%
RMBS vs OUST
-56.2%
+309.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +1.0% |
| 7D | -0.3% | +5.2% | -5.6% | -1.5% |
| 30D | -12.2% | -19.3% | +7.1% | -8.1% |
| 3M | -49.5% | -22.6% | -26.9% | -47.3% |
| 6M | -7.1% | +62.8% | -69.9% | -17.3% |
| YTD | -7.0% | +68.3% | -75.3% | -18.2% |
| 1Y | +13.3% | +28.5% | -15.2% | +3.6% |
| 3Y | +49.2% | +554.0% | -504.8% | -6.7% |
| All | +253.1% | -56.2% | +309.3% | +199.5% |
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