-55.1%
OUST vs RCAT
+25.6%
-80.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -14.9% | +5.9% | -5.3% |
| 7D | -5.0% | -32.6% | +27.5% | +4.3% |
| 30D | -32.0% | -46.3% | +14.3% | -20.8% |
| 3M | -32.4% | -60.7% | +28.3% | -15.2% |
| 6M | +6.7% | -67.4% | +74.1% | +39.1% |
| YTD | +41.0% | -57.1% | +98.1% | +71.2% |
| 1Y | +18.0% | -63.8% | +81.8% | +47.8% |
| 3Y | +560.6% | +268.1% | +292.5% | +467.8% |
| 5Y | -55.1% | +25.2% | -80.3% | -58.1% |
| All | -55.1% | +25.6% | -80.8% | -58.1% |
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