+22.4%
RSG vs OUST
+42.6%
-20.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.9% | +0.8% |
| 7D | +0.3% | +36.7% | -36.3% | +2.9% |
| 30D | +13.8% | -3.3% | +17.1% | +14.3% |
| 3M | +15.4% | -11.1% | +26.5% | +15.7% |
| 6M | +24.1% | +53.1% | -28.9% | +28.5% |
| YTD | +17.8% | +78.2% | -60.4% | +23.1% |
| All | +22.4% | +42.6% | -20.2% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling