-3.9%
RMD vs OUST
-56.4%
+52.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.0% | +8.5% | 0.0% |
| 7D | -5.3% | -5.0% | -0.3% | -5.1% |
| 30D | +8.4% | -32.0% | +40.5% | +10.4% |
| 3M | +7.1% | -32.4% | +39.5% | +8.8% |
| 6M | +15.8% | +6.7% | +9.1% | +12.0% |
| YTD | +0.2% | +41.0% | -40.9% | -5.6% |
| 1Y | -1.4% | +18.0% | -19.4% | -6.2% |
| 3Y | +61.3% | +560.6% | -499.3% | +25.1% |
| 5Y | -3.9% | -55.1% | +51.2% | -6.0% |
| All | -3.9% | -56.4% | +52.5% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling