+1.5%
TROW vs OUST
-60.2%
+61.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.8% | -8.6% | +1.1% |
| 7D | +4.7% | +36.7% | -32.0% | +1.1% |
| 30D | +5.4% | -3.3% | +8.7% | +5.2% |
| 3M | -1.6% | -11.1% | +9.5% | -1.4% |
| 6M | +7.8% | +53.1% | -45.3% | -1.4% |
| YTD | +12.6% | +78.2% | -65.7% | -0.1% |
| 1Y | +13.6% | +50.0% | -36.4% | +2.5% |
| 3Y | +36.6% | +836.2% | -799.6% | -11.6% |
| 5Y | -36.7% | -50.0% | +13.2% | -49.2% |
| All | +1.5% | -60.2% | +61.7% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling