+158.6%
RTX vs OUST
+729.1%
-570.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.0% |
| 7D | -1.7% | +31.9% | -33.6% | -2.1% |
| 30D | +7.7% | -4.2% | +11.9% | +7.8% |
| 3M | -10.3% | -9.3% | -1.1% | -10.3% |
| 6M | +14.6% | +51.7% | -37.1% | +12.2% |
| YTD | +10.4% | +76.6% | -66.2% | +7.1% |
| 1Y | +13.5% | +48.9% | -35.4% | +10.6% |
| 3Y | +158.6% | +675.3% | -516.7% | +134.7% |
| All | +158.6% | +729.1% | -570.5% | +134.7% |
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