wow that noise on a 1k usd ps?
Probably not measured with a differential probe setup. That is probably mainly ambient noise coupled in the measurement. If not, that power supply should be returned.
I was thinking the same thing. I thought it was going to be a switcher, with a linear post-regulator or something like that, judging by that noise. There's 30Mhz noise with amplitude bursts at 100Khz or so. Until I saw the photos, and realized it's a full linear PSU.
So, if it's not coupled ambient noise, and it's not probe or scope noise, then it should go back.
@plesa, measure PSU noise differentially, preferably with an active probe that can remove the DC offset at the probe head. This will allow you to set the scope input to DC coupling and use the most sensitive vertical range on your scope(usually the lowest mV/ or uV/division). If you don't have a differential probe, use the 50-ohm mode of your scope and about 1V output or 1.5Volts from the PSU (1-1.5V @ 50 ohms is 20-30ma current). You can use a female BNC to banana jack at the PSU, and a male-to-male 50-ohm BNC cable. At 1V or 1.5V DC coupled input you will likely be able to use the scopes offset to bring the signal into the center of the graticule. This will again give you the maximum sensitivity from your scope and allow you to use the full dynamic range available from the scope's ADC.
The problem with AC coupling is that it can often remove LF components, such as slow deviations or LF ripple.
In the picture (PARD) = Periodic and Random Deviations

Also, I noticed you are measuring the PSU noise with bandwidth limiting on? I wouldn't normally do this, as I want the full BW, since the noise and it's harmonics is all over the place. But PSU noise is often spec'd with a BW limit..so I understand why you are doing it, just make sure you are not limiting it too much, and once your signal path is clean, you can be sure that you're not seeing any coupled HF noise that's not really there, and you can loosen up your BW limiting to try to capture more of the real PSU noise. (This makes more sense on switchers running at Mhz frequencies)
Cheers!