+415.8%
RMBS vs OUST
-64.1%
+479.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +14.0% | -7.0% | +4.0% |
| 7D | -12.0% | +17.0% | -29.0% | -15.1% |
| 30D | -33.1% | -16.5% | -16.6% | -30.9% |
| 3M | -23.7% | -23.7% | 0.0% | -19.8% |
| 6M | -42.7% | +18.4% | -61.1% | -45.5% |
| YTD | -18.9% | +60.8% | -79.7% | -27.4% |
| 1Y | -30.0% | +44.2% | -74.2% | -36.3% |
| 3Y | +28.8% | +668.1% | -639.3% | -17.4% |
| 5Y | +210.5% | -48.8% | +259.4% | +153.0% |
| All | +415.8% | -64.1% | +479.9% | +332.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling