-60.2%
OUST vs RNG
-74.2%
+14.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.0% | +9.9% | +10.4% |
| 7D | +36.7% | -6.2% | +42.9% | +40.4% |
| 30D | -3.3% | -8.0% | +4.7% | +0.5% |
| 3M | -11.1% | +15.7% | -26.8% | -17.2% |
| 6M | +53.1% | +60.3% | -7.3% | +16.8% |
| YTD | +78.2% | +153.8% | -75.6% | +0.6% |
| 1Y | +50.0% | +172.2% | -122.1% | -18.4% |
| 3Y | +836.2% | +174.8% | +661.3% | +383.7% |
| 5Y | -50.0% | -68.6% | +18.7% | -45.7% |
| All | -60.2% | -74.2% | +14.0% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling