+0.8%
ROP vs OUST
-49.1%
+49.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +14.0% | -16.9% | -3.2% |
| 7D | +2.1% | +17.0% | -14.9% | +1.8% |
| 30D | +32.9% | -16.5% | +49.4% | +33.3% |
| 3M | +20.3% | -23.7% | +44.0% | +20.8% |
| 6M | +36.8% | +18.4% | +18.4% | +34.1% |
| YTD | +8.1% | +60.8% | -52.7% | +4.2% |
| 1Y | +8.3% | +44.2% | -35.9% | +4.7% |
| 3Y | -3.2% | +668.1% | -671.3% | -17.9% |
| All | +0.8% | -49.1% | +49.9% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling