-60.6%
OUST vs RCAT
+236.8%
-297.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | +0.1% |
| 7D | +31.9% | -5.6% | +37.5% | +32.7% |
| 30D | -4.2% | -27.0% | +22.8% | +0.3% |
| 3M | -9.3% | -57.9% | +48.6% | +2.8% |
| 6M | +51.7% | -59.4% | +111.1% | +72.2% |
| YTD | +76.6% | -46.9% | +123.5% | +93.5% |
| 1Y | +48.9% | -54.0% | +102.9% | +65.7% |
| 3Y | +675.3% | +378.4% | +296.8% | +601.3% |
| 5Y | -44.0% | +61.9% | -106.0% | -47.6% |
| All | -60.6% | +236.8% | -297.4% | -71.9% |
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 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