-64.1%
OUST vs RNG
-74.5%
+10.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.9% | +16.9% | +15.2% |
| 7D | +17.0% | -11.3% | +28.3% | +23.1% |
| 30D | -16.5% | -5.7% | -10.8% | -14.2% |
| 3M | -23.7% | +16.8% | -40.4% | -29.2% |
| 6M | +18.4% | +58.5% | -40.1% | -9.2% |
| YTD | +60.8% | +151.3% | -90.5% | -8.9% |
| 1Y | +44.2% | +169.0% | -124.8% | -21.2% |
| 3Y | +668.1% | +156.9% | +511.2% | +310.1% |
| 5Y | -48.8% | -69.0% | +20.2% | -44.2% |
| All | -64.1% | -74.5% | +10.3% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling