-36.7%
TROW vs OUST
-53.0%
+16.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.5% | +9.2% | +1.6% |
| 7D | +0.5% | -3.8% | +4.3% | +0.8% |
| 30D | +9.3% | +5.1% | +4.3% | +8.1% |
| 3M | -0.9% | -25.8% | +24.9% | +1.4% |
| 6M | +8.3% | -2.0% | +10.4% | +3.9% |
| YTD | +10.6% | +54.7% | -44.1% | -1.6% |
| 1Y | +10.5% | +48.8% | -38.3% | -1.6% |
| 3Y | +36.5% | +607.8% | -571.3% | -14.6% |
| All | -36.7% | -53.0% | +16.3% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling