+673.8%
OUST vs RNG
+180.9%
+492.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.5% |
| 7D | +19.9% | +2.3% | +17.7% | +19.0% |
| 30D | +3.6% | -3.4% | +7.0% | +4.9% |
| 3M | -20.6% | +20.9% | -41.5% | -24.9% |
| 6M | +35.1% | +82.2% | -47.1% | +9.2% |
| YTD | +69.1% | +164.6% | -95.5% | +8.9% |
| 1Y | +49.9% | +177.0% | -127.1% | -5.8% |
| All | +673.8% | +180.9% | +492.9% | +333.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling