+382.2%
RMBS vs OUST
-68.5%
+450.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -9.0% | -6.9% | -14.1% |
| 7D | -23.4% | -5.0% | -18.4% | -22.7% |
| 30D | -38.9% | -32.0% | -6.9% | -34.1% |
| 3M | -28.4% | -32.4% | +4.0% | -22.7% |
| 6M | -40.9% | +6.7% | -47.7% | -42.6% |
| YTD | -24.2% | +41.0% | -65.2% | -30.2% |
| 1Y | -35.8% | +18.0% | -53.8% | -39.3% |
| 3Y | +20.0% | +560.6% | -540.6% | -20.7% |
| 5Y | +190.3% | -55.1% | +245.5% | +143.3% |
| All | +382.2% | -68.5% | +450.8% | +315.7% |
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 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