+19.8%
ROP vs OUST
-60.6%
+80.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.9% | +14.0% | -16.9% | -3.1% |
| 30D | +30.1% | +2.5% | +27.5% | +29.9% |
| 3M | +19.9% | -15.3% | +35.2% | +20.0% |
| 6M | +46.0% | +42.6% | +3.4% | +43.2% |
| YTD | +8.4% | +76.6% | -68.3% | +5.0% |
| 1Y | +8.8% | +54.1% | -45.2% | +5.8% |
| 3Y | -5.6% | +675.3% | -680.9% | -16.6% |
| 5Y | +3.0% | -45.1% | +48.1% | -6.3% |
| All | +19.8% | -60.6% | +80.4% | +6.9% |
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 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