+76.1%
ROK vs OUST
-60.2%
+136.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.8% | -7.3% | +2.6% |
| 7D | -11.5% | +36.7% | -48.2% | -14.2% |
| 30D | -10.0% | -3.3% | -6.7% | -10.1% |
| 3M | -11.4% | -11.1% | -0.3% | -11.1% |
| 6M | -13.7% | +53.1% | -66.7% | -19.3% |
| YTD | +1.0% | +78.2% | -77.2% | -7.7% |
| 1Y | +5.6% | +50.0% | -44.4% | -2.2% |
| 3Y | +59.1% | +836.2% | -777.1% | +17.5% |
| 5Y | +26.1% | -50.0% | +76.1% | +4.9% |
| All | +76.1% | -60.2% | +136.4% | +48.2% |
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