+186.7%
RSG vs OUST
-60.2%
+246.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.9% | +0.1% |
| 7D | +0.3% | +36.7% | -36.3% | +0.7% |
| 30D | +13.8% | -3.3% | +17.1% | +13.9% |
| 3M | +15.4% | -11.1% | +26.5% | +15.5% |
| 6M | +24.1% | +53.1% | -28.9% | +24.4% |
| YTD | +17.8% | +78.2% | -60.4% | +18.1% |
| 1Y | +21.5% | +50.0% | -28.5% | +21.8% |
| 3Y | +63.3% | +836.2% | -772.9% | +61.8% |
| 5Y | +97.3% | -50.0% | +147.3% | +94.5% |
| All | +186.7% | -60.2% | +246.9% | +180.5% |
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