-64.1%
OUST vs RCAT
+223.2%
-287.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +18.6% | -4.6% | +11.2% |
| 7D | +17.0% | -12.7% | +29.7% | +19.1% |
| 30D | -16.5% | -34.3% | +17.8% | -11.2% |
| 3M | -23.7% | -53.4% | +29.7% | -14.8% |
| 6M | +18.4% | -62.0% | +80.3% | +35.7% |
| YTD | +60.8% | -49.1% | +109.8% | +77.2% |
| 1Y | +44.2% | -53.1% | +97.3% | +60.4% |
| 3Y | +668.1% | +318.7% | +349.4% | +602.9% |
| 5Y | -48.8% | +48.5% | -97.4% | -51.7% |
| All | -64.1% | +223.2% | -287.3% | -74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling