+48.8%
OUST vs RL
+15.3%
+33.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.2% | -7.4% | -7.8% |
| 7D | -3.8% | +2.6% | -6.4% | -5.1% |
| 30D | +5.1% | +2.9% | +2.1% | +4.0% |
| 3M | -25.8% | 0.0% | -25.8% | -25.5% |
| 6M | -2.0% | +17.1% | -19.1% | -13.2% |
| YTD | +54.7% | +10.1% | +44.6% | +39.2% |
| 1Y | +48.8% | +17.3% | +31.5% | +31.0% |
| All | +48.8% | +15.3% | +33.5% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling