-52.1%
OUST vs RGEN
-42.7%
-9.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.4% | +2.6% |
| 7D | +12.7% | -0.9% | +13.6% | +13.2% |
| 30D | -13.6% | +2.8% | -16.4% | -15.1% |
| 3M | -8.3% | +34.5% | -42.8% | -23.8% |
| 6M | +85.0% | +40.5% | +44.5% | +47.6% |
| YTD | +73.2% | +2.8% | +70.4% | +64.2% |
| 1Y | +32.5% | +39.6% | -7.2% | +6.3% |
| 3Y | +643.8% | +4.4% | +639.4% | +539.1% |
| 5Y | -52.1% | -42.8% | -9.4% | -49.1% |
| All | -52.1% | -42.7% | -9.4% | -49.1% |
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 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