+36.7%
RMD vs OUST
-62.4%
+99.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.4% |
| 7D | -5.0% | +5.2% | -10.2% | -5.2% |
| 30D | +2.2% | -19.3% | +21.5% | +3.1% |
| 3M | +17.8% | -22.6% | +40.5% | +17.9% |
| 6M | -11.3% | +62.8% | -74.1% | -15.7% |
| YTD | -4.4% | +68.3% | -72.8% | -9.5% |
| 1Y | -15.7% | +28.5% | -44.3% | -19.7% |
| 3Y | +47.7% | +554.0% | -506.3% | +20.9% |
| 5Y | -19.2% | -56.2% | +37.0% | -29.5% |
| All | +36.7% | -62.4% | +99.1% | +21.4% |
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