+29.5%
ROK vs OUST
-49.4%
+78.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.1% |
| 7D | -11.0% | +31.9% | -42.9% | -13.7% |
| 30D | -8.2% | -4.2% | -4.0% | -8.2% |
| 3M | -8.5% | -9.3% | +0.8% | -8.3% |
| 6M | -12.0% | +51.7% | -63.6% | -18.3% |
| YTD | +3.1% | +76.6% | -73.6% | -6.9% |
| 1Y | +2.9% | +48.9% | -46.0% | -5.7% |
| 3Y | +60.7% | +675.3% | -614.6% | +14.7% |
| 5Y | +29.5% | -44.0% | +73.5% | +13.3% |
| All | +29.5% | -49.4% | +78.9% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling