+182.0%
RVMD vs OUST
+50.6%
+131.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -9.5% | +14.0% | -23.5% | -11.6% |
| 30D | -6.8% | +2.5% | -9.4% | -7.9% |
| 3M | -12.1% | -15.3% | +3.2% | -11.1% |
| 6M | +25.4% | +42.6% | -17.3% | +7.0% |
| YTD | +126.9% | +76.6% | +50.3% | +85.8% |
| 1Y | +182.0% | +54.1% | +127.9% | +134.8% |
| All | +182.0% | +50.6% | +131.4% | +134.8% |
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