+67.7%
RRX vs OUST
+729.1%
-661.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.3% |
| 7D | 0.0% | +31.9% | -31.9% | -4.7% |
| 30D | +9.0% | -4.2% | +13.3% | +9.1% |
| 3M | +4.0% | -9.3% | +13.3% | +4.5% |
| 6M | -15.7% | +51.7% | -67.4% | -23.6% |
| YTD | +29.0% | +76.6% | -47.6% | +13.2% |
| 1Y | +35.2% | +48.9% | -13.6% | +21.0% |
| 3Y | +67.7% | +675.3% | -607.5% | +9.7% |
| All | +67.7% | +729.1% | -661.3% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling