+99.5%
ROST vs OUST
+729.1%
-629.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.8% |
| 7D | +3.2% | +31.9% | -28.7% | +2.4% |
| 30D | +7.4% | -4.2% | +11.6% | +7.4% |
| 3M | -6.1% | -9.3% | +3.2% | -6.1% |
| 6M | +6.2% | +51.7% | -45.4% | +3.5% |
| YTD | +33.4% | +76.6% | -43.2% | +28.7% |
| 1Y | +48.8% | +48.9% | -0.1% | +44.1% |
| 3Y | +99.5% | +675.3% | -575.7% | +65.6% |
| All | +99.5% | +729.1% | -629.5% | +65.6% |
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