-53.8%
OUST vs RNG
-70.5%
+16.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +3.3% |
| 7D | +5.2% | +5.8% | -0.6% | +2.7% |
| 30D | -19.3% | +19.6% | -38.9% | -25.8% |
| 3M | -22.6% | +67.0% | -89.7% | -40.7% |
| 6M | +62.8% | +88.4% | -25.6% | +12.9% |
| YTD | +68.3% | +155.5% | -87.1% | -5.7% |
| 1Y | +28.5% | +141.7% | -113.1% | -25.4% |
| 3Y | +554.0% | +131.1% | +423.0% | +266.6% |
| All | -53.8% | -70.5% | +16.7% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling