+265.7%
RTX vs OUST
-68.5%
+334.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.0% | +5.7% | -3.1% |
| 7D | -3.8% | -5.0% | +1.3% | -3.7% |
| 30D | +4.7% | -32.0% | +36.7% | +5.6% |
| 3M | -13.4% | -32.4% | +19.0% | -12.7% |
| 6M | +11.8% | +6.7% | +5.1% | +10.0% |
| YTD | +5.8% | +41.0% | -35.3% | +2.6% |
| 1Y | +11.9% | +18.0% | -6.1% | +9.1% |
| 3Y | +146.3% | +560.6% | -414.3% | +118.6% |
| 5Y | +134.3% | -55.1% | +189.4% | +124.7% |
| All | +265.7% | -68.5% | +334.3% | +252.9% |
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