+577.1%
OUST vs RNG
+135.4%
+441.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +2.9% |
| 7D | +5.2% | +5.8% | -0.6% | +3.4% |
| 30D | -19.3% | +19.6% | -38.9% | -24.1% |
| 3M | -22.6% | +67.0% | -89.7% | -36.1% |
| 6M | +62.8% | +88.4% | -25.6% | +23.3% |
| YTD | +68.3% | +155.5% | -87.1% | +4.4% |
| 1Y | +28.5% | +141.7% | -113.1% | -17.4% |
| All | +577.1% | +135.4% | +441.8% | +290.7% |
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