-64.1%
OUST vs RL
+460.1%
-524.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.4% | +15.4% | +14.8% |
| 7D | +17.0% | -4.2% | +21.1% | +20.3% |
| 30D | -16.5% | +4.3% | -20.8% | -18.5% |
| 3M | -23.7% | -4.6% | -19.1% | -21.6% |
| 6M | +18.4% | +1.7% | +16.6% | +16.3% |
| YTD | +60.8% | +7.3% | +53.4% | +52.7% |
| 1Y | +44.2% | +20.8% | +23.4% | +27.7% |
| 3Y | +668.1% | +247.0% | +421.1% | +281.0% |
| 5Y | -48.8% | +225.5% | -274.3% | -75.5% |
| All | -64.1% | +460.1% | -524.2% | -82.9% |
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