+577.1%
OUST vs RCAT
+762.9%
-185.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.2% |
| 7D | +5.2% | -1.4% | +6.6% | +5.7% |
| 30D | -19.3% | -3.3% | -15.9% | -18.6% |
| 3M | -22.6% | -43.2% | +20.6% | -9.4% |
| 6M | +62.8% | -43.2% | +106.0% | +84.2% |
| YTD | +68.3% | +5.5% | +62.8% | +63.6% |
| 1Y | +28.5% | -1.6% | +30.2% | +27.8% |
| All | +577.1% | +762.9% | -185.7% | +428.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling