+49.9%
OUST vs RL
+17.3%
+32.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.7% |
| 7D | +19.9% | +2.4% | +17.6% | +18.1% |
| 30D | +3.6% | +4.6% | -1.0% | +1.4% |
| 3M | -20.6% | -1.1% | -19.5% | -19.9% |
| 6M | +35.1% | +16.5% | +18.5% | +19.2% |
| YTD | +69.1% | +11.4% | +57.7% | +50.1% |
| 1Y | +49.9% | +16.1% | +33.8% | +29.5% |
| All | +49.9% | +17.3% | +32.7% | +29.5% |
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