+82.1%
ROK vs OUST
-65.5%
+147.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.5% | +8.1% | +0.4% |
| 7D | +7.1% | -3.8% | +10.9% | +7.4% |
| 30D | -5.0% | +5.1% | -10.0% | -5.7% |
| 3M | -9.4% | -25.8% | +16.4% | -7.5% |
| 6M | -11.0% | -2.0% | -9.0% | -13.1% |
| YTD | +4.4% | +54.7% | -50.3% | -3.4% |
| 1Y | +7.4% | +48.8% | -41.4% | -0.4% |
| 3Y | +61.0% | +607.8% | -546.9% | +21.9% |
| 5Y | +30.4% | -52.7% | +83.1% | +9.6% |
| All | +82.1% | -65.5% | +147.6% | +55.2% |
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