+111.9%
RSP vs OUST
-62.4%
+174.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -0.8% | +5.2% | -6.0% | -1.1% |
| 30D | -0.3% | -19.3% | +18.9% | +0.8% |
| 3M | +4.3% | -22.6% | +26.9% | +4.5% |
| 6M | +8.8% | +62.8% | -54.0% | +3.3% |
| YTD | +15.3% | +68.3% | -53.1% | +8.8% |
| 1Y | +18.3% | +28.5% | -10.3% | +12.6% |
| 3Y | +52.8% | +554.0% | -501.2% | +23.6% |
| 5Y | +51.7% | -56.2% | +107.9% | +35.3% |
| All | +111.9% | -62.4% | +174.3% | +89.4% |
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