+797.5%
RVMD vs OUST
+659.3%
+138.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -1.8% |
| 7D | -0.7% | +19.9% | -20.7% | -3.1% |
| 30D | -6.4% | +3.6% | -10.0% | -7.2% |
| 3M | -14.1% | -20.6% | +6.6% | -12.4% |
| 6M | +21.0% | +35.1% | -14.0% | +11.7% |
| YTD | +121.4% | +69.1% | +52.3% | +97.3% |
| 1Y | +167.9% | +49.9% | +117.9% | +141.1% |
| All | +797.5% | +659.3% | +138.1% | +436.2% |
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