+150.6%
RTX vs OUST
+554.0%
-403.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -0.7% |
| 7D | -5.2% | +5.2% | -10.4% | -5.3% |
| 30D | -9.4% | -19.3% | +9.9% | -9.0% |
| 3M | +12.3% | -22.6% | +34.9% | +12.3% |
| 6M | -3.1% | +62.8% | -65.9% | -5.7% |
| YTD | +10.7% | +68.3% | -57.7% | +7.5% |
| 1Y | +28.4% | +28.5% | -0.1% | +25.2% |
| All | +150.6% | +554.0% | -403.4% | +129.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling