+102.8%
RRX vs OUST
-60.6%
+163.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.4% | +14.0% | -8.6% | +3.6% |
| 30D | +12.0% | +2.5% | +9.4% | +11.1% |
| 3M | +6.1% | -15.3% | +21.4% | +7.6% |
| 6M | -13.2% | +42.6% | -55.8% | -19.2% |
| YTD | +31.0% | +76.6% | -45.6% | +17.8% |
| 1Y | +38.8% | +54.1% | -15.3% | +26.4% |
| 3Y | +70.3% | +675.3% | -605.0% | +20.8% |
| 5Y | +15.5% | -45.1% | +60.6% | -5.1% |
| All | +102.8% | -60.6% | +163.4% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling