+186.7%
RSG vs OUST
-64.1%
+250.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.0% | -15.0% | -0.9% |
| 7D | +1.2% | +17.0% | -15.8% | +1.4% |
| 30D | +14.2% | -16.5% | +30.7% | +14.1% |
| 3M | +18.2% | -23.7% | +41.8% | +18.1% |
| 6M | +24.4% | +18.4% | +6.0% | +24.5% |
| YTD | +17.9% | +60.8% | -42.9% | +18.0% |
| 1Y | +22.3% | +44.2% | -21.9% | +22.4% |
| 3Y | +65.1% | +668.1% | -603.0% | +63.5% |
| 5Y | +97.9% | -48.8% | +146.7% | +95.2% |
| All | +186.7% | -64.1% | +250.9% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling