+149.8%
ROST vs OUST
-64.1%
+213.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.0% | -15.8% | -2.4% |
| 7D | +1.2% | +17.0% | -15.8% | +0.4% |
| 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% | -1.8% |
| YTD | +29.1% | +60.8% | -31.7% | +22.1% |
| 1Y | +45.4% | +44.2% | +1.2% | +38.1% |
| 3Y | +94.9% | +668.1% | -573.2% | +53.9% |
| 5Y | +104.0% | -48.8% | +152.8% | +80.8% |
| All | +149.8% | -64.1% | +213.9% | +123.6% |
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 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