+40.8%
RMD vs OUST
-64.1%
+105.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.0% | -15.7% | -2.3% |
| 7D | +2.3% | +17.0% | -14.7% | +1.5% |
| 30D | +4.1% | -16.5% | +20.6% | +4.7% |
| 3M | +5.7% | -23.7% | +29.4% | +6.5% |
| 6M | +12.9% | +18.4% | -5.5% | +9.2% |
| YTD | -1.5% | +60.8% | -62.3% | -6.9% |
| 1Y | -4.8% | +44.2% | -48.9% | -9.6% |
| 3Y | +57.5% | +668.1% | -610.6% | +27.4% |
| 5Y | -5.5% | -48.8% | +43.3% | -17.6% |
| All | +40.8% | -64.1% | +105.0% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling