+96.3%
ROK vs OUST
-62.4%
+158.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | +0.7% | +5.2% | -4.5% | +0.2% |
| 30D | -3.3% | -19.3% | +15.9% | -1.6% |
| 3M | -5.9% | -22.6% | +16.8% | -5.3% |
| 6M | +13.9% | +62.8% | -48.9% | +5.9% |
| YTD | +12.6% | +68.3% | -55.8% | +3.9% |
| 1Y | +28.6% | +28.5% | 0.0% | +20.3% |
| 3Y | +45.1% | +554.0% | -508.9% | +10.7% |
| 5Y | +45.6% | -56.2% | +101.8% | +22.4% |
| All | +96.3% | -62.4% | +158.7% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling