-65.4%
OUST vs RL
+512.9%
-578.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +4.5% | +11.3% | +13.1% |
| 7D | -0.2% | +5.8% | -6.0% | -3.2% |
| 30D | -24.0% | +12.7% | -36.7% | -29.1% |
| 3M | -29.9% | +9.3% | -39.2% | -33.6% |
| 6M | +19.1% | +16.9% | +2.2% | +7.9% |
| YTD | +55.0% | +17.5% | +37.5% | +39.6% |
| 1Y | +21.2% | +34.6% | -13.5% | +0.6% |
| 3Y | +626.0% | +273.2% | +352.7% | +244.5% |
| 5Y | -51.6% | +265.2% | -316.8% | -78.1% |
| All | -65.4% | +512.9% | -578.3% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling