+110.6%
RSP vs OUST
-68.5%
+179.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.0% | +6.1% | -2.4% |
| 7D | -1.4% | -5.0% | +3.6% | -1.2% |
| 30D | +2.1% | -32.0% | +34.2% | +4.2% |
| 3M | -0.9% | -32.4% | +31.4% | +0.8% |
| 6M | +7.5% | +6.7% | +0.8% | +4.7% |
| YTD | +14.6% | +41.0% | -26.5% | +8.9% |
| 1Y | +17.6% | +18.0% | -0.3% | +12.8% |
| 3Y | +60.8% | +560.6% | -499.8% | +29.6% |
| 5Y | +46.1% | -55.1% | +101.3% | +30.5% |
| All | +110.6% | -68.5% | +179.1% | +89.5% |
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