+41.1%
RMD vs OUST
-60.2%
+101.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.8% | -10.7% | -0.3% |
| 7D | +1.2% | +36.7% | -35.5% | -0.3% |
| 30D | +2.5% | -3.3% | +5.8% | +2.4% |
| 3M | +11.5% | -11.1% | +22.7% | +11.6% |
| 6M | +14.7% | +53.1% | -38.4% | +9.5% |
| YTD | -1.3% | +78.2% | -79.6% | -7.2% |
| 1Y | -5.3% | +50.0% | -55.3% | -10.2% |
| 3Y | +68.8% | +836.2% | -767.4% | +35.1% |
| 5Y | -5.9% | -50.0% | +44.1% | -18.4% |
| All | +41.1% | -60.2% | +101.3% | +24.5% |
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