+156.6%
RSG vs OUST
-61.4%
+218.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.5% |
| 7D | -0.7% | +12.7% | -13.5% | -0.6% |
| 30D | +3.3% | -13.6% | +16.9% | +3.2% |
| 3M | +8.5% | -8.3% | +16.8% | +8.5% |
| 6M | -3.5% | +85.0% | -88.5% | -3.5% |
| YTD | +5.5% | +73.2% | -67.8% | +5.5% |
| 1Y | -1.7% | +32.5% | -34.2% | -1.7% |
| 3Y | +56.9% | +643.8% | -587.0% | +55.3% |
| 5Y | +89.4% | -52.1% | +141.5% | +86.6% |
| All | +156.6% | -61.4% | +218.0% | +150.6% |
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