-51.7%
OUST vs RCAT
+46.8%
-98.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.3% | +4.0% | -2.1% |
| 7D | +19.9% | +15.6% | +4.4% | +15.7% |
| 30D | +3.6% | -24.1% | +27.7% | +10.8% |
| 3M | -20.6% | -61.9% | +41.2% | +0.6% |
| 6M | +35.1% | -64.3% | +99.4% | +72.1% |
| YTD | +69.1% | -50.4% | +119.5% | +98.3% |
| 1Y | +49.9% | -54.0% | +104.0% | +78.2% |
| 3Y | +642.4% | +347.2% | +295.2% | +505.0% |
| All | -51.7% | +46.8% | -98.5% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling