+252.0%
RMBS vs OUST
-45.2%
+297.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.0% | +14.0% | -11.0% | +0.2% |
| 30D | -15.5% | +2.5% | -18.1% | -16.4% |
| 3M | -11.5% | -15.3% | +3.8% | -8.6% |
| 6M | -36.5% | +42.6% | -79.2% | -42.2% |
| YTD | -7.1% | +76.6% | -83.7% | -19.6% |
| 1Y | -18.7% | +54.1% | -72.7% | -27.9% |
| 3Y | +36.2% | +675.3% | -639.1% | -17.6% |
| 5Y | +252.0% | -45.1% | +297.1% | +207.6% |
| All | +252.0% | -45.2% | +297.2% | +207.6% |
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