+382.4%
RVMD vs OUST
-64.1%
+446.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +14.0% | -5.8% | +6.0% |
| 7D | +0.5% | +17.0% | -16.5% | -2.0% |
| 30D | -4.3% | -16.5% | +12.2% | -2.0% |
| 3M | -2.8% | -23.7% | +20.9% | +0.2% |
| 6M | +27.3% | +18.4% | +8.9% | +17.5% |
| YTD | +141.4% | +60.8% | +80.6% | +110.0% |
| 1Y | +213.3% | +44.2% | +169.1% | +175.7% |
| 3Y | +792.7% | +668.1% | +124.6% | +394.2% |
| 5Y | +470.6% | -48.8% | +519.4% | +364.3% |
| All | +382.4% | -64.1% | +446.5% | +308.9% |
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