+11.3%
RTX vs OUST
+42.6%
-31.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.8% | -7.3% | +3.6% |
| 7D | -3.2% | +36.7% | -39.9% | -2.9% |
| 30D | +5.6% | -3.3% | +8.9% | +5.9% |
| 3M | -11.7% | -11.1% | -0.6% | -11.4% |
| 6M | +12.3% | +53.1% | -40.7% | +8.8% |
| YTD | +8.2% | +78.2% | -70.0% | +2.1% |
| All | +11.3% | +42.6% | -31.3% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling