+577.1%
OUST vs RL
+212.5%
+364.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.4% | +0.3% |
| 7D | +5.2% | -0.8% | +6.0% | +5.8% |
| 30D | -19.3% | -7.8% | -11.5% | -15.2% |
| 3M | -22.6% | -4.0% | -18.6% | -21.9% |
| 6M | +62.8% | -1.9% | +64.7% | +61.5% |
| YTD | +68.3% | -0.2% | +68.5% | +64.9% |
| 1Y | +28.5% | +10.7% | +17.9% | +17.3% |
| All | +577.1% | +212.5% | +364.7% | +173.1% |
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