+13.2%
RRX vs OUST
-48.5%
+61.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.6% |
| 7D | +12.6% | +19.9% | -7.3% | +9.7% |
| 30D | +10.6% | +3.6% | +7.0% | +9.5% |
| 3M | +4.6% | -20.6% | +25.3% | +7.1% |
| 6M | -13.6% | +35.1% | -48.7% | -19.5% |
| YTD | +29.4% | +69.1% | -39.7% | +15.9% |
| 1Y | +31.9% | +49.9% | -18.0% | +19.5% |
| 3Y | +68.3% | +642.4% | -574.1% | +15.4% |
| 5Y | +13.2% | -48.3% | +61.5% | -5.8% |
| All | +13.2% | -48.5% | +61.7% | -5.8% |
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