-44.0%
OUST vs RL
+245.5%
-289.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +31.9% | +1.3% | +30.6% | +31.4% |
| 30D | -4.2% | +7.6% | -11.8% | -8.9% |
| 3M | -9.3% | -1.5% | -7.8% | -8.2% |
| 6M | +51.7% | +12.1% | +39.6% | +37.4% |
| YTD | +76.6% | +13.9% | +62.7% | +58.2% |
| 1Y | +48.9% | +20.7% | +28.2% | +27.4% |
| 3Y | +675.3% | +260.6% | +414.7% | +184.6% |
| 5Y | -44.0% | +248.9% | -292.9% | -82.3% |
| All | -44.0% | +245.5% | -289.6% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling