+8.9%
ROL vs OUST
-60.6%
+69.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | +3.4% | +31.9% | -28.5% | +3.1% |
| 30D | +20.8% | -4.2% | +25.0% | +20.8% |
| 3M | +3.7% | -9.3% | +13.0% | +3.7% |
| 6M | -27.7% | +51.7% | -79.3% | -28.8% |
| YTD | -34.9% | +76.6% | -111.5% | -36.4% |
| 1Y | -33.3% | +48.9% | -82.2% | -34.6% |
| 3Y | +4.3% | +675.3% | -670.9% | -6.0% |
| 5Y | +15.0% | -44.0% | +59.0% | +9.9% |
| All | +8.9% | -60.6% | +69.5% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling