+6.2%
ROL vs OUST
+537.2%
-530.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.0% | +10.0% | +0.9% |
| 7D | +11.7% | -5.0% | +16.8% | +11.7% |
| 30D | +27.7% | -32.0% | +59.8% | +27.3% |
| 3M | +3.7% | -32.4% | +36.0% | +3.4% |
| 6M | -27.8% | +6.7% | -34.5% | -28.1% |
| YTD | -34.7% | +41.0% | -75.7% | -35.1% |
| 1Y | -34.1% | +18.0% | -52.1% | -34.5% |
| All | +6.2% | +537.2% | -530.9% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling