+54.1%
OUST vs RL
+19.4%
+34.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.9% |
| 7D | +14.0% | -4.4% | +18.3% | +17.5% |
| 30D | +2.5% | +5.6% | -3.0% | -0.3% |
| 3M | -15.3% | -0.6% | -14.7% | -14.9% |
| 6M | +42.6% | +15.5% | +27.2% | +26.9% |
| YTD | +76.6% | +12.3% | +64.3% | +56.1% |
| 1Y | +54.1% | +19.3% | +34.7% | +31.7% |
| All | +54.1% | +19.4% | +34.7% | +31.7% |
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