+437.2%
RVMD vs OUST
-48.5%
+485.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -1.7% |
| 7D | -0.7% | +19.9% | -20.7% | -3.7% |
| 30D | -6.4% | +3.6% | -10.0% | -7.4% |
| 3M | -14.1% | -20.6% | +6.6% | -11.9% |
| 6M | +21.0% | +35.1% | -14.0% | +9.0% |
| YTD | +121.4% | +69.1% | +52.3% | +89.7% |
| 1Y | +167.9% | +49.9% | +117.9% | +132.8% |
| 3Y | +794.7% | +642.4% | +152.3% | +376.8% |
| 5Y | +437.2% | -48.3% | +485.5% | +476.4% |
| All | +437.2% | -48.5% | +485.6% | +476.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling