-0.7%
TROW vs OUST
-62.4%
+61.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | -1.3% | +5.2% | -6.5% | -1.9% |
| 30D | -4.5% | -19.3% | +14.7% | -2.6% |
| 3M | +3.9% | -22.6% | +26.5% | +4.1% |
| 6M | +22.6% | +62.8% | -40.2% | +11.2% |
| YTD | +10.1% | +68.3% | -58.2% | -0.9% |
| 1Y | +3.6% | +28.5% | -25.0% | -5.4% |
| 3Y | +12.4% | +554.0% | -541.6% | -23.7% |
| 5Y | -37.5% | -56.2% | +18.7% | -49.0% |
| All | -0.7% | -62.4% | +61.8% | -18.7% |
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