+72.4%
ROK vs OUST
-68.5%
+140.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -9.0% | -5.2% | -13.3% |
| 7D | -15.6% | -5.0% | -10.5% | -15.2% |
| 30D | -15.5% | -32.0% | +16.6% | -12.6% |
| 3M | -15.1% | -32.4% | +17.3% | -12.5% |
| 6M | -12.0% | +6.7% | -18.8% | -14.9% |
| YTD | -1.1% | +41.0% | -42.1% | -7.5% |
| 1Y | +6.5% | +18.0% | -11.5% | +0.9% |
| 3Y | +51.8% | +560.6% | -508.8% | +15.8% |
| 5Y | +22.2% | -55.1% | +77.3% | +3.8% |
| All | +72.4% | -68.5% | +140.9% | +48.4% |
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