-34.7%
ROL vs OUST
+11.1%
-45.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +15.7% | -13.0% | +3.6% |
| 7D | +14.6% | -0.2% | +14.8% | +14.6% |
| 30D | +29.3% | -24.0% | +53.2% | +27.8% |
| 3M | +2.0% | -29.9% | +31.9% | +0.8% |
| 6M | -28.5% | +19.1% | -47.7% | -28.1% |
| YTD | -35.3% | +55.0% | -90.3% | -34.6% |
| 1Y | -34.7% | +21.2% | -55.9% | -33.6% |
| All | -34.7% | +11.1% | -45.8% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling