-53.8%
OUST vs RCAT
+183.7%
-237.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.1% |
| 7D | +5.2% | -1.4% | +6.6% | +5.6% |
| 30D | -19.3% | -3.3% | -15.9% | -18.6% |
| 3M | -22.6% | -43.2% | +20.6% | -11.3% |
| 6M | +62.8% | -43.2% | +106.0% | +81.3% |
| YTD | +68.3% | +5.5% | +62.8% | +64.6% |
| 1Y | +28.5% | -1.6% | +30.2% | +28.0% |
| 3Y | +554.0% | +773.7% | -219.7% | +357.3% |
| All | -53.8% | +183.7% | -237.6% | -65.4% |
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 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