+99.1%
RSG vs OUST
-48.7%
+147.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +1.4% |
| 7D | +1.4% | +19.9% | -18.5% | +1.7% |
| 30D | +15.0% | +3.6% | +11.5% | +15.2% |
| 3M | +18.5% | -20.6% | +39.1% | +18.4% |
| 6M | +25.8% | +35.1% | -9.3% | +25.8% |
| YTD | +20.8% | +69.1% | -48.3% | +20.7% |
| 1Y | +24.8% | +49.9% | -25.1% | +24.7% |
| 3Y | +65.9% | +642.4% | -576.5% | +62.3% |
| All | +99.1% | -48.7% | +147.8% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling