+210.7%
RMBS vs OUST
-49.1%
+259.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +14.0% | -7.0% | +3.8% |
| 7D | -12.0% | +17.0% | -29.0% | -15.3% |
| 30D | -33.1% | -16.5% | -16.6% | -30.7% |
| 3M | -23.7% | -23.7% | 0.0% | -19.5% |
| 6M | -42.7% | +18.4% | -61.1% | -45.8% |
| YTD | -18.9% | +60.8% | -79.7% | -28.2% |
| 1Y | -30.0% | +44.2% | -74.2% | -36.9% |
| 3Y | +28.8% | +668.1% | -639.3% | -21.3% |
| All | +210.7% | -49.1% | +259.7% | +169.1% |
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