+65.3%
RSG vs OUST
+659.3%
-594.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +1.4% |
| 7D | +1.4% | +19.9% | -18.5% | +1.9% |
| 30D | +15.0% | +3.6% | +11.5% | +15.4% |
| 3M | +18.5% | -20.6% | +39.1% | +18.3% |
| 6M | +25.8% | +35.1% | -9.3% | +26.6% |
| YTD | +20.8% | +69.1% | -48.3% | +21.7% |
| 1Y | +24.8% | +49.9% | -25.1% | +25.7% |
| All | +65.3% | +659.3% | -594.1% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling