-28.5%
ROL vs OUST
+12.1%
-40.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +15.7% | -13.0% | +3.9% |
| 7D | +14.6% | -0.2% | +14.8% | +14.5% |
| 30D | +29.3% | -24.0% | +53.2% | +27.3% |
| 3M | +2.0% | -29.9% | +31.9% | +0.3% |
| 6M | -28.5% | +19.1% | -47.7% | -27.9% |
| All | -28.5% | +12.1% | -40.6% | -27.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling