+94.9%
ROST vs OUST
+626.4%
-531.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.0% | -15.8% | -2.1% |
| 7D | +1.2% | +17.0% | -15.8% | +0.8% |
| 30D | +2.5% | -16.5% | +19.0% | +2.8% |
| 3M | -9.0% | -23.7% | +14.7% | -8.6% |
| 6M | +1.3% | +18.4% | -17.0% | -0.5% |
| YTD | +29.1% | +60.8% | -31.7% | +24.7% |
| 1Y | +45.4% | +44.2% | +1.2% | +40.9% |
| 3Y | +94.9% | +668.1% | -573.2% | +62.7% |
| All | +94.9% | +626.4% | -531.6% | +62.7% |
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