-7.1%
RMBS vs OUST
+59.7%
-66.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +0.6% |
| 7D | -0.3% | +5.2% | -5.6% | -2.5% |
| 30D | -12.2% | -19.3% | +7.1% | -4.5% |
| 3M | -49.5% | -22.6% | -26.9% | -45.8% |
| 6M | -7.1% | +62.8% | -69.9% | -29.7% |
| All | -7.1% | +59.7% | -66.9% | -29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling