-60.6%
OUST vs RCAT
+243.2%
-303.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | +14.0% | +7.2% | +6.7% | +12.9% |
| 30D | +2.5% | -20.4% | +23.0% | +6.0% |
| 3M | -15.3% | -59.8% | +44.4% | -3.4% |
| 6M | +42.6% | -61.9% | +104.5% | +63.2% |
| YTD | +76.6% | -45.9% | +122.5% | +92.9% |
| 1Y | +54.1% | -50.5% | +104.6% | +69.9% |
| 3Y | +675.3% | +387.5% | +287.8% | +599.3% |
| 5Y | -45.1% | +70.9% | -116.0% | -48.8% |
| All | -60.6% | +243.2% | -303.8% | -72.0% |
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