+154.3%
ROST vs OUST
-68.5%
+222.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.0% | +4.7% | -3.8% |
| 7D | +1.3% | -5.0% | +6.3% | +1.5% |
| 30D | +4.9% | -32.0% | +37.0% | +6.7% |
| 3M | -6.9% | -32.4% | +25.4% | -5.5% |
| 6M | +3.8% | +6.7% | -2.9% | +1.2% |
| YTD | +31.4% | +41.0% | -9.7% | +25.1% |
| 1Y | +46.2% | +18.0% | +28.2% | +40.4% |
| 3Y | +99.8% | +560.6% | -460.8% | +59.2% |
| 5Y | +107.6% | -55.1% | +162.8% | +85.4% |
| All | +154.3% | -68.5% | +222.8% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling