-23.7%
OUST vs RNG
+19.5%
-43.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.9% | +16.9% | +14.8% |
| 7D | +17.0% | -11.3% | +28.3% | +21.7% |
| 30D | -16.5% | -5.7% | -10.8% | -13.0% |
| 3M | -23.7% | +16.8% | -40.4% | -14.1% |
| All | -23.7% | +19.5% | -43.2% | -14.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling