+252.1%
ROIV vs OUST
-69.0%
+321.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.0% | +4.8% | -3.3% |
| 7D | -2.4% | -5.0% | +2.6% | -1.9% |
| 30D | +3.1% | -32.0% | +35.1% | +6.9% |
| 3M | +5.8% | -32.4% | +38.2% | +9.3% |
| 6M | +29.3% | +6.7% | +22.6% | +23.6% |
| YTD | +68.8% | +41.0% | +27.7% | +55.0% |
| 1Y | +81.0% | +18.0% | +63.0% | +68.8% |
| 3Y | +294.6% | +560.6% | -266.0% | +172.6% |
| 5Y | +373.1% | -55.1% | +428.2% | +265.8% |
| All | +252.1% | -69.0% | +321.1% | +173.0% |
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 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