+112.3%
ROST vs OUST
-56.2%
+168.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | +0.9% | +5.2% | -4.3% | +0.7% |
| 30D | -8.9% | -19.3% | +10.4% | -8.0% |
| 3M | -0.8% | -22.6% | +21.8% | -0.7% |
| 6M | +8.5% | +62.8% | -54.3% | +2.9% |
| YTD | +28.6% | +68.3% | -39.8% | +21.2% |
| 1Y | +52.3% | +28.5% | +23.8% | +44.6% |
| 3Y | +94.8% | +554.0% | -459.2% | +51.3% |
| All | +112.3% | -56.2% | +168.5% | +104.0% |
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