+21.2%
OUST vs RCAT
-59.1%
+80.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -10.3% | +26.0% | +20.7% |
| 7D | -0.2% | -18.5% | +18.3% | +9.3% |
| 30D | -24.0% | -37.0% | +13.0% | -5.2% |
| 3M | -29.9% | -54.9% | +25.0% | +1.7% |
| 6M | +19.1% | -63.6% | +82.8% | +85.8% |
| YTD | +55.0% | -49.6% | +104.5% | +81.6% |
| 1Y | +21.2% | -57.8% | +79.0% | +55.9% |
| All | +21.2% | -59.1% | +80.3% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling