+426.9%
RVMD vs OUST
-62.4%
+489.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | +1.0% | +5.2% | -4.2% | +0.2% |
| 30D | +6.4% | -19.3% | +25.7% | +9.6% |
| 3M | +34.9% | -22.6% | +57.5% | +36.0% |
| 6M | +107.6% | +62.8% | +44.8% | +82.9% |
| YTD | +163.7% | +68.3% | +95.3% | +129.5% |
| 1Y | +439.2% | +28.5% | +410.7% | +377.2% |
| 3Y | +499.2% | +554.0% | -54.8% | +244.6% |
| 5Y | +621.7% | -56.2% | +677.9% | +499.6% |
| All | +426.9% | -62.4% | +489.3% | +346.8% |
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 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