+235.9%
ROIV vs OUST
-63.0%
+298.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | +0.6% | +5.2% | -4.6% | +0.1% |
| 30D | +1.0% | -19.3% | +20.2% | +2.9% |
| 3M | +18.3% | -22.6% | +40.9% | +18.9% |
| 6M | +18.3% | +62.8% | -44.5% | +8.2% |
| YTD | +61.0% | +68.3% | -7.4% | +46.0% |
| 1Y | +177.9% | +28.5% | +149.3% | +155.4% |
| 3Y | +199.1% | +554.0% | -355.0% | +107.7% |
| 5Y | +250.7% | -56.2% | +306.9% | +168.1% |
| All | +235.9% | -63.0% | +298.8% | +157.1% |
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 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