-55.1%
OUST vs RL
+232.3%
-287.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -7.3% | -1.7% | -3.7% |
| 7D | -5.0% | -4.7% | -0.4% | -1.2% |
| 30D | -32.0% | +3.6% | -35.6% | -33.6% |
| 3M | -32.4% | +0.5% | -32.9% | -32.7% |
| 6M | +6.7% | +6.6% | +0.1% | +0.7% |
| YTD | +41.0% | +8.8% | +32.2% | +30.4% |
| 1Y | +18.0% | +21.8% | -3.8% | +0.1% |
| 3Y | +560.6% | +245.8% | +314.8% | +146.7% |
| 5Y | -55.1% | +230.0% | -285.1% | -85.2% |
| All | -55.1% | +232.3% | -287.4% | -85.2% |
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