+373.1%
ROIV vs OUST
-56.4%
+429.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.0% | +4.8% | -3.1% |
| 7D | -2.4% | -5.0% | +2.6% | -1.9% |
| 30D | +3.1% | -32.0% | +35.1% | +7.4% |
| 3M | +5.8% | -32.4% | +38.2% | +9.7% |
| 6M | +29.3% | +6.7% | +22.6% | +22.6% |
| YTD | +68.8% | +41.0% | +27.7% | +52.8% |
| 1Y | +81.0% | +18.0% | +63.0% | +66.8% |
| 3Y | +294.6% | +560.6% | -266.0% | +149.6% |
| 5Y | +373.1% | -55.1% | +428.2% | +279.1% |
| All | +373.1% | -56.4% | +429.5% | +279.1% |
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