+109.8%
RSP vs OUST
-64.1%
+173.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.4% | -1.2% |
| 7D | -1.0% | +17.0% | -18.0% | -2.0% |
| 30D | +2.6% | -16.5% | +19.1% | +3.3% |
| 3M | -0.8% | -23.7% | +22.9% | +0.2% |
| 6M | +6.3% | +18.4% | -12.1% | +2.8% |
| YTD | +14.1% | +60.8% | -46.7% | +7.6% |
| 1Y | +18.0% | +44.2% | -26.2% | +11.8% |
| 3Y | +61.0% | +668.1% | -607.1% | +28.6% |
| 5Y | +45.6% | -48.8% | +94.4% | +29.0% |
| All | +109.8% | -64.1% | +173.9% | +87.2% |
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 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