+21.2%
OUST vs RNG
+179.4%
-158.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -0.2% | +16.0% | +15.7% |
| 7D | -0.2% | -9.6% | +9.4% | +0.1% |
| 30D | -24.0% | -1.4% | -22.6% | -23.9% |
| 3M | -29.9% | +28.8% | -58.7% | -29.4% |
| 6M | +19.1% | +65.6% | -46.4% | +22.4% |
| YTD | +55.0% | +171.4% | -116.4% | +45.6% |
| 1Y | +21.2% | +185.3% | -164.2% | +12.3% |
| All | +21.2% | +179.4% | -158.3% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling