+70.0%
ROK vs OUST
-64.1%
+134.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.0% | -15.4% | -2.7% |
| 7D | -13.8% | +17.0% | -30.8% | -15.2% |
| 30D | -14.9% | -16.5% | +1.6% | -13.8% |
| 3M | -14.7% | -23.7% | +9.0% | -13.1% |
| 6M | -17.7% | +18.4% | -36.0% | -21.2% |
| YTD | -2.5% | +60.8% | -63.3% | -10.0% |
| 1Y | +2.3% | +44.2% | -41.9% | -5.0% |
| 3Y | +52.7% | +668.1% | -615.4% | +14.8% |
| 5Y | +20.5% | -48.8% | +69.4% | +1.0% |
| All | +70.0% | -64.1% | +134.2% | +44.5% |
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 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