+22.8%
ROP vs OUST
-68.5%
+91.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.0% | +8.7% | -0.1% |
| 7D | +9.2% | -5.0% | +14.2% | +9.2% |
| 30D | +35.5% | -32.0% | +67.6% | +36.2% |
| 3M | +24.4% | -32.4% | +56.8% | +25.0% |
| 6M | +38.0% | +6.7% | +31.3% | +36.0% |
| YTD | +11.1% | +41.0% | -30.0% | +8.0% |
| 1Y | +10.9% | +18.0% | -7.1% | +8.4% |
| 3Y | -0.5% | +560.6% | -561.1% | -12.0% |
| 5Y | +4.5% | -55.1% | +59.6% | -4.5% |
| All | +22.8% | -68.5% | +91.3% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling