+1.1%
ROL vs OUST
-62.4%
+63.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.4% |
| 7D | -1.4% | +5.2% | -6.7% | -1.5% |
| 30D | -4.1% | -19.3% | +15.2% | -3.9% |
| 3M | -22.5% | -22.6% | +0.1% | -22.5% |
| 6M | -37.7% | +62.8% | -100.4% | -38.8% |
| YTD | -39.6% | +68.3% | -107.9% | -40.8% |
| 1Y | -36.0% | +28.5% | -64.6% | -37.2% |
| 3Y | -5.1% | +554.0% | -559.2% | -14.2% |
| 5Y | -3.4% | -56.2% | +52.8% | -7.1% |
| All | +1.1% | -62.4% | +63.6% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling