+87.6%
RRX vs OUST
-64.1%
+151.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +14.0% | -8.5% | +3.6% |
| 7D | +7.5% | +17.0% | -9.5% | +5.1% |
| 30D | +3.0% | -16.5% | +19.5% | +4.9% |
| 3M | -5.3% | -23.7% | +18.3% | -2.8% |
| 6M | -26.6% | +18.4% | -45.0% | -30.1% |
| YTD | +21.2% | +60.8% | -39.6% | +10.4% |
| 1Y | +25.9% | +44.2% | -18.3% | +15.7% |
| 3Y | +71.7% | +668.1% | -596.4% | +22.2% |
| 5Y | +7.8% | -48.8% | +56.6% | -10.6% |
| All | +87.6% | -64.1% | +151.7% | +53.4% |
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