+35.6%
TROW vs OUST
+659.3%
-623.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.9% |
| 7D | -0.5% | +19.9% | -20.4% | -2.1% |
| 30D | +6.7% | +3.6% | +3.1% | +6.0% |
| 3M | -1.7% | -20.6% | +19.0% | -0.5% |
| 6M | +7.8% | +35.1% | -27.2% | +1.0% |
| YTD | +9.9% | +69.1% | -59.2% | -0.4% |
| 1Y | +8.7% | +49.9% | -41.2% | -0.7% |
| All | +35.6% | +659.3% | -623.7% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling