+92.3%
RSG vs OUST
-56.2%
+148.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.1% |
| 7D | +0.3% | +5.2% | -5.0% | +0.3% |
| 30D | +7.6% | -19.3% | +26.8% | +7.4% |
| 3M | +7.4% | -22.6% | +30.1% | +7.4% |
| 6M | -3.3% | +62.8% | -66.1% | -3.3% |
| YTD | +6.0% | +68.3% | -62.3% | +5.9% |
| 1Y | -3.7% | +28.5% | -32.2% | -3.7% |
| 3Y | +59.1% | +554.0% | -494.9% | +56.5% |
| All | +92.3% | -56.2% | +148.5% | +85.0% |
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 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