-60.2%
OUST vs RL
+492.7%
-553.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +5.8% | +5.0% | +7.4% |
| 7D | +36.7% | +0.2% | +36.4% | +37.1% |
| 30D | -3.3% | +7.3% | -10.7% | -7.0% |
| 3M | -11.1% | +1.0% | -12.2% | -11.6% |
| 6M | +53.1% | +11.8% | +41.3% | +41.9% |
| YTD | +78.2% | +13.6% | +64.6% | +64.1% |
| 1Y | +50.0% | +24.0% | +26.0% | +30.9% |
| 3Y | +836.2% | +256.6% | +579.6% | +357.2% |
| 5Y | -50.0% | +240.2% | -290.2% | -76.8% |
| All | -60.2% | +492.7% | -553.0% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling