+150.4%
ROST vs OUST
-65.5%
+215.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.5% | +6.2% | -1.9% |
| 7D | +0.3% | -3.8% | +4.0% | +0.4% |
| 30D | +0.5% | +5.1% | -4.6% | 0.0% |
| 3M | -5.2% | -25.8% | +20.6% | -4.3% |
| 6M | +9.8% | -2.0% | +11.9% | +7.8% |
| YTD | +29.4% | +54.7% | -25.3% | +22.6% |
| 1Y | +44.4% | +48.8% | -4.4% | +36.8% |
| 3Y | +95.0% | +607.8% | -512.8% | +55.0% |
| 5Y | +111.9% | -52.7% | +164.6% | +88.4% |
| All | +150.4% | -65.5% | +215.9% | +124.5% |
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