-4.8%
RMD vs OUST
+32.6%
-37.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.0% | -15.7% | -1.6% |
| 7D | +2.3% | +17.0% | -14.7% | +2.4% |
| 30D | +4.1% | -16.5% | +20.6% | +3.7% |
| 3M | +5.7% | -23.7% | +29.4% | +5.3% |
| 6M | +12.9% | +18.4% | -5.5% | +10.0% |
| YTD | -1.5% | +60.8% | -62.3% | -6.4% |
| 1Y | -4.8% | +44.2% | -48.9% | -9.3% |
| All | -4.8% | +32.6% | -37.3% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling