+62.8%
OUST vs RL
-2.7%
+65.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.4% | +0.6% |
| 7D | +5.2% | -0.8% | +6.0% | +5.7% |
| 30D | -19.3% | -7.8% | -11.5% | -16.0% |
| 3M | -22.6% | -4.0% | -18.6% | -22.9% |
| 6M | +62.8% | -1.9% | +64.7% | +59.1% |
| All | +62.8% | -2.7% | +65.5% | +59.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling