+273.8%
ROIV vs OUST
-64.6%
+338.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +14.0% | -7.8% | +4.7% |
| 7D | +5.3% | +17.0% | -11.7% | +3.5% |
| 30D | +11.9% | -16.5% | +28.4% | +13.6% |
| 3M | +10.7% | -23.7% | +34.4% | +12.8% |
| 6M | +34.9% | +18.4% | +16.5% | +27.5% |
| YTD | +79.2% | +60.8% | +18.4% | +62.3% |
| 1Y | +89.0% | +44.2% | +44.8% | +72.6% |
| 3Y | +337.3% | +668.1% | -330.8% | +197.3% |
| 5Y | +402.3% | -48.8% | +451.2% | +283.0% |
| All | +273.8% | -64.6% | +338.5% | +185.9% |
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