-15.8%
ROP vs OUST
+554.0%
-569.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.2% | -3.6% |
| 7D | -4.4% | +5.2% | -9.7% | -4.4% |
| 30D | +3.2% | -19.3% | +22.5% | +3.2% |
| 3M | +23.1% | -22.6% | +45.7% | +23.1% |
| 6M | +13.3% | +62.8% | -49.5% | +11.3% |
| YTD | -7.9% | +68.3% | -76.2% | -9.7% |
| 1Y | -22.1% | +28.5% | -50.6% | -23.5% |
| All | -15.8% | +554.0% | -569.8% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling