-65.5%
OUST vs RCAT
+204.0%
-269.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -3.4% | -5.1% | -8.0% |
| 7D | -3.8% | -5.9% | +2.2% | -2.8% |
| 30D | +5.1% | -19.7% | +24.7% | +8.4% |
| 3M | -25.8% | -62.9% | +37.0% | -14.3% |
| 6M | -2.0% | -59.6% | +57.6% | +12.3% |
| YTD | +54.7% | -52.1% | +106.8% | +72.2% |
| 1Y | +48.8% | -50.9% | +99.7% | +65.1% |
| 3Y | +607.8% | +333.8% | +274.0% | +550.2% |
| 5Y | -52.7% | +40.7% | -93.5% | -55.0% |
| All | -65.5% | +204.0% | -269.5% | -75.0% |
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