-1.0%
TROW vs OUST
-61.4%
+60.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.6% |
| 7D | +0.4% | +12.7% | -12.3% | -0.9% |
| 30D | -4.0% | -13.6% | +9.6% | -2.8% |
| 3M | +5.0% | -8.3% | +13.3% | +3.5% |
| 6M | +24.3% | +85.0% | -60.6% | +11.2% |
| YTD | +9.8% | +73.2% | -63.5% | -1.5% |
| 1Y | +6.4% | +32.5% | -26.0% | -3.1% |
| 3Y | +15.8% | +643.8% | -628.1% | -22.6% |
| 5Y | -37.3% | -52.1% | +14.8% | -49.1% |
| All | -1.0% | -61.4% | +60.3% | -19.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling