-68.5%
OUST vs RCAT
+172.4%
-240.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -14.9% | +5.9% | -6.8% |
| 7D | -5.0% | -32.6% | +27.5% | +0.4% |
| 30D | -32.0% | -46.3% | +14.3% | -25.6% |
| 3M | -32.4% | -60.7% | +28.3% | -22.7% |
| 6M | +6.7% | -67.4% | +74.1% | +25.1% |
| YTD | +41.0% | -57.1% | +98.1% | +59.3% |
| 1Y | +18.0% | -63.8% | +81.8% | +35.8% |
| 3Y | +560.6% | +268.1% | +292.5% | +517.9% |
| 5Y | -55.1% | +25.2% | -80.3% | -56.6% |
| All | -68.5% | +172.4% | -240.9% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling