-51.3%
OUST vs RGEN
-35.1%
-16.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +3.0% | +11.0% | +12.6% |
| 7D | +17.0% | -1.9% | +18.9% | +18.5% |
| 30D | -16.5% | +3.7% | -20.2% | -17.8% |
| 3M | -23.7% | +8.8% | -32.5% | -27.4% |
| 6M | +18.4% | +38.0% | -19.6% | -4.8% |
| YTD | +60.8% | +5.9% | +54.9% | +49.5% |
| 1Y | +44.2% | +19.7% | +24.5% | +25.1% |
| 3Y | +668.1% | +20.5% | +647.6% | +507.3% |
| All | -51.3% | -35.1% | -16.1% | -47.4% |
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 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