+9.3%
ROL vs OUST
-68.5%
+77.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.0% | +10.0% | +1.1% |
| 7D | +11.7% | -5.0% | +16.8% | +11.8% |
| 30D | +27.7% | -32.0% | +59.8% | +28.2% |
| 3M | +3.7% | -32.4% | +36.0% | +4.0% |
| 6M | -27.8% | +6.7% | -34.5% | -28.6% |
| YTD | -34.7% | +41.0% | -75.7% | -36.0% |
| 1Y | -34.1% | +18.0% | -52.1% | -35.2% |
| 3Y | +5.9% | +560.6% | -554.7% | -4.7% |
| 5Y | +15.6% | -55.1% | +70.8% | +10.8% |
| All | +9.3% | -68.5% | +77.8% | +4.9% |
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 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