+21.2%
OUST vs RGEN
+19.5%
+1.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | 0.0% | +15.8% | +15.7% |
| 7D | -0.2% | -3.5% | +3.3% | +0.2% |
| 30D | -24.0% | -6.0% | -18.0% | -23.7% |
| 3M | -29.9% | +19.0% | -48.9% | -30.4% |
| 6M | +19.1% | +50.7% | -31.6% | +9.1% |
| YTD | +55.0% | +8.8% | +46.2% | +77.2% |
| 1Y | +21.2% | +21.3% | -0.1% | +28.0% |
| All | +21.2% | +19.5% | +1.6% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling