+261.3%
RTX vs OUST
-64.1%
+325.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +14.0% | -15.2% | -1.6% |
| 7D | -5.1% | +17.0% | -22.1% | -5.6% |
| 30D | +5.1% | -16.5% | +21.6% | +5.5% |
| 3M | -14.8% | -23.7% | +8.8% | -14.4% |
| 6M | +8.0% | +18.4% | -10.3% | +6.0% |
| YTD | +4.5% | +60.8% | -56.3% | +1.0% |
| 1Y | +9.8% | +44.2% | -34.4% | +6.5% |
| 3Y | +144.2% | +668.1% | -523.9% | +115.8% |
| 5Y | +131.4% | -48.8% | +180.3% | +121.2% |
| All | +261.3% | -64.1% | +325.4% | +247.4% |
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 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