-65.5%
OUST vs RGEN
+1.5%
-67.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.8% | -9.3% | -8.9% |
| 7D | -3.8% | -3.3% | -0.5% | -2.2% |
| 30D | +5.1% | -5.8% | +10.9% | +8.4% |
| 3M | -25.8% | +0.2% | -26.0% | -26.4% |
| 6M | -2.0% | +56.8% | -58.8% | -24.5% |
| YTD | +54.7% | +2.4% | +52.3% | +46.7% |
| 1Y | +48.8% | +11.4% | +37.4% | +35.1% |
| 3Y | +607.8% | +15.2% | +592.7% | +485.9% |
| 5Y | -52.7% | -35.1% | -17.6% | -51.4% |
| All | -65.5% | +1.5% | -67.0% | -68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling