+114.6%
RSP vs OUST
-60.2%
+174.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.8% | -8.6% | +1.6% |
| 7D | +0.4% | +36.7% | -36.2% | -1.5% |
| 30D | +3.7% | -3.3% | +7.0% | +3.6% |
| 3M | +0.8% | -11.1% | +11.9% | +0.9% |
| 6M | +9.1% | +53.1% | -44.0% | +4.0% |
| YTD | +16.7% | +78.2% | -61.5% | +9.4% |
| 1Y | +19.7% | +50.0% | -30.3% | +13.1% |
| 3Y | +66.7% | +836.2% | -769.5% | +31.5% |
| 5Y | +48.7% | -50.0% | +98.7% | +31.4% |
| All | +114.6% | -60.2% | +174.8% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling