+19.0%
ROP vs OUST
-60.6%
+79.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | +0.2% | +31.9% | -31.7% | -0.2% |
| 30D | +30.3% | -4.2% | +34.5% | +30.3% |
| 3M | +17.8% | -9.3% | +27.1% | +17.8% |
| 6M | +38.9% | +51.7% | -12.8% | +35.9% |
| YTD | +7.6% | +76.6% | -69.0% | +4.3% |
| 1Y | +6.5% | +48.9% | -42.4% | +3.7% |
| 3Y | -6.3% | +675.3% | -681.5% | -17.1% |
| 5Y | +0.9% | -44.0% | +45.0% | -8.1% |
| All | +19.0% | -60.6% | +79.6% | +6.2% |
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