+7.4%
ROK vs OUST
+40.1%
-32.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.5% | +8.1% | +0.6% |
| 7D | +7.1% | -3.8% | +10.9% | +7.5% |
| 30D | -5.0% | +5.1% | -10.0% | -5.9% |
| 3M | -9.4% | -25.8% | +16.4% | -7.1% |
| 6M | -11.0% | -2.0% | -9.0% | -14.0% |
| YTD | +4.4% | +54.7% | -50.3% | -8.4% |
| 1Y | +7.4% | +48.8% | -41.4% | -5.5% |
| All | +7.4% | +40.1% | -32.7% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling