+267.6%
ROIV vs OUST
-65.9%
+333.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +15.7% | -9.7% | +4.4% |
| 7D | +3.0% | -0.2% | +3.2% | +2.9% |
| 30D | +6.8% | -24.0% | +30.8% | +9.5% |
| 3M | +10.5% | -29.9% | +40.4% | +13.7% |
| 6M | +34.8% | +19.1% | +15.7% | +27.4% |
| YTD | +76.2% | +55.0% | +21.2% | +60.3% |
| 1Y | +92.4% | +21.2% | +71.2% | +78.8% |
| 3Y | +312.0% | +626.0% | -314.0% | +181.9% |
| 5Y | +388.3% | -51.6% | +439.9% | +273.8% |
| All | +267.6% | -65.9% | +333.5% | +182.3% |
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