+10.2%
ROL vs OUST
-65.5%
+75.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.5% | +11.1% | +2.6% |
| 7D | +3.0% | -3.8% | +6.8% | +3.0% |
| 30D | +19.8% | +5.1% | +14.7% | +19.6% |
| 3M | +7.9% | -25.8% | +33.7% | +8.1% |
| 6M | -25.6% | -2.0% | -23.6% | -26.2% |
| YTD | -34.1% | +54.7% | -88.9% | -35.5% |
| 1Y | -31.4% | +48.8% | -80.2% | -32.8% |
| 3Y | +4.7% | +607.8% | -603.1% | -5.7% |
| 5Y | +15.6% | -52.7% | +68.3% | +10.7% |
| All | +10.2% | -65.5% | +75.7% | +5.7% |
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