+48.8%
OUST vs RGEN
+8.1%
+40.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.8% | -9.3% | -8.6% |
| 7D | -3.8% | -3.3% | -0.5% | -3.2% |
| 30D | +5.1% | -5.8% | +10.9% | +6.3% |
| 3M | -25.8% | +0.2% | -26.0% | -25.1% |
| 6M | -2.0% | +56.8% | -58.8% | -12.5% |
| YTD | +54.7% | +2.4% | +52.3% | +86.6% |
| 1Y | +48.8% | +11.4% | +37.4% | +67.4% |
| All | +48.8% | +8.1% | +40.7% | +67.4% |
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