+668.1%
OUST vs RL
+240.1%
+428.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.4% | +15.4% | +14.9% |
| 7D | +17.0% | -4.2% | +21.1% | +20.7% |
| 30D | -16.5% | +4.3% | -20.8% | -18.7% |
| 3M | -23.7% | -4.6% | -19.1% | -21.4% |
| 6M | +18.4% | +1.7% | +16.6% | +15.8% |
| YTD | +60.8% | +7.3% | +53.4% | +50.8% |
| 1Y | +44.2% | +20.8% | +23.4% | +24.5% |
| 3Y | +668.1% | +247.0% | +421.1% | +206.1% |
| All | +668.1% | +240.1% | +428.0% | +206.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling