-68.5%
OUST vs RGEN
+1.9%
-70.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -5.5% | -3.5% | -6.5% |
| 7D | -5.0% | -10.7% | +5.6% | +0.2% |
| 30D | -32.0% | -3.6% | -28.4% | -30.8% |
| 3M | -32.4% | +6.2% | -38.6% | -34.9% |
| 6M | +6.7% | +34.1% | -27.4% | -12.1% |
| YTD | +41.0% | +2.8% | +38.2% | +33.1% |
| 1Y | +18.0% | +15.5% | +2.5% | +4.8% |
| 3Y | +560.6% | +12.1% | +548.6% | +453.6% |
| 5Y | -55.1% | -36.9% | -18.3% | -53.5% |
| All | -68.5% | +1.9% | -70.4% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling