+6.7%
OUST vs RGEN
+39.0%
-32.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -5.5% | -3.5% | -10.5% |
| 7D | -5.0% | -10.7% | +5.6% | -8.5% |
| 30D | -32.0% | -3.6% | -28.4% | -32.6% |
| 3M | -32.4% | +6.2% | -38.6% | -26.6% |
| 6M | +6.7% | +34.1% | -27.4% | +42.9% |
| All | +6.7% | +39.0% | -32.3% | +42.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling