+105.8%
ROST vs OUST
-49.1%
+154.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.0% | -15.8% | -2.5% |
| 7D | +1.2% | +17.0% | -15.8% | +0.3% |
| 30D | +2.5% | -16.5% | +19.0% | +3.1% |
| 3M | -9.0% | -23.7% | +14.7% | -8.2% |
| 6M | +1.3% | +18.4% | -17.0% | -2.1% |
| YTD | +29.1% | +60.8% | -31.7% | +21.5% |
| 1Y | +45.4% | +44.2% | +1.2% | +37.5% |
| 3Y | +94.9% | +668.1% | -573.2% | +48.8% |
| All | +105.8% | -49.1% | +154.8% | +89.7% |
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 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