+189.6%
RSG vs OUST
-60.6%
+250.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.6% | +14.0% | -12.4% | +1.8% |
| 30D | +13.5% | +2.5% | +10.9% | +13.6% |
| 3M | +16.3% | -15.3% | +31.6% | +16.3% |
| 6M | +26.9% | +42.6% | -15.7% | +27.2% |
| YTD | +19.1% | +76.6% | -57.6% | +19.3% |
| 1Y | +21.8% | +54.1% | -32.2% | +22.1% |
| 3Y | +63.5% | +675.3% | -611.8% | +62.1% |
| 5Y | +98.6% | -45.1% | +143.7% | +96.0% |
| All | +189.6% | -60.6% | +250.2% | +183.3% |
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