+59.1%
ROK vs OUST
+794.9%
-735.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.8% | -7.3% | +2.4% |
| 7D | -11.5% | +36.7% | -48.2% | -14.5% |
| 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% | -20.0% |
| YTD | +1.0% | +78.2% | -77.2% | -8.8% |
| 1Y | +5.6% | +50.0% | -44.4% | -3.3% |
| 3Y | +59.1% | +836.2% | -777.1% | +14.1% |
| All | +59.1% | +794.9% | -735.8% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling