+62.8%
OUST vs RNG
+99.4%
-36.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +1.1% |
| 7D | +5.2% | +5.8% | -0.6% | +6.1% |
| 30D | -19.3% | +19.6% | -38.9% | -17.2% |
| 3M | -22.6% | +67.0% | -89.7% | -16.4% |
| 6M | +62.8% | +88.4% | -25.6% | +72.0% |
| All | +62.8% | +99.4% | -36.6% | +72.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling