+80.3%
RRX vs OUST
-62.4%
+142.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | +3.4% | +5.2% | -1.8% | +2.8% |
| 30D | -11.1% | -19.3% | +8.1% | -8.9% |
| 3M | -23.7% | -22.6% | -1.1% | -22.5% |
| 6M | -22.0% | +62.8% | -84.8% | -28.2% |
| YTD | +16.5% | +68.3% | -51.9% | +6.1% |
| 1Y | +11.5% | +28.5% | -17.0% | +3.5% |
| 3Y | +1.5% | +554.0% | -552.5% | -26.5% |
| 5Y | +18.3% | -56.2% | +74.5% | -1.0% |
| All | +80.3% | -62.4% | +142.8% | +47.4% |
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