+19.2%
ROP vs OUST
-64.1%
+83.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +14.0% | -16.9% | -3.1% |
| 7D | +2.1% | +17.0% | -14.9% | +1.9% |
| 30D | +32.9% | -16.5% | +49.4% | +33.2% |
| 3M | +20.0% | -23.7% | +43.7% | +20.4% |
| 6M | +36.4% | +18.4% | +18.0% | +34.2% |
| YTD | +7.8% | +60.8% | -53.0% | +4.7% |
| 1Y | +8.0% | +44.2% | -36.2% | +5.1% |
| 3Y | -3.5% | +668.1% | -671.6% | -14.9% |
| 5Y | +1.5% | -48.8% | +50.3% | -7.5% |
| All | +19.2% | -64.1% | +83.3% | +6.5% |
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