+50.3%
OUST vs RNG
+169.5%
-119.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.0% | +9.9% | +10.8% |
| 7D | +36.7% | -6.2% | +42.9% | +37.0% |
| 30D | -3.3% | -8.0% | +4.7% | -3.0% |
| 3M | -11.1% | +15.7% | -26.8% | -10.3% |
| 6M | +53.1% | +60.3% | -7.3% | +57.4% |
| YTD | +78.2% | +153.8% | -75.6% | +68.8% |
| All | +50.3% | +169.5% | -119.2% | +44.8% |
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 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