-44.0%
OUST vs RGEN
-35.9%
-8.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | +0.4% |
| 7D | +31.9% | -2.4% | +34.3% | +33.9% |
| 30D | -4.2% | +0.1% | -4.3% | -4.0% |
| 3M | -9.3% | +6.6% | -15.9% | -12.7% |
| 6M | +51.7% | +40.9% | +10.7% | +21.0% |
| YTD | +76.6% | +6.2% | +70.4% | +64.2% |
| 1Y | +48.9% | +19.4% | +29.4% | +29.7% |
| 3Y | +675.3% | +17.9% | +657.3% | +523.8% |
| 5Y | -44.0% | -34.0% | -10.0% | -42.5% |
| All | -44.0% | -35.9% | -8.2% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling