+21.2%
OUST vs RRC
+44.7%
-23.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -3.5% | +19.3% | +15.0% |
| 7D | -0.2% | -6.8% | +6.6% | -1.5% |
| 30D | -24.0% | +34.7% | -58.7% | -17.2% |
| 3M | -29.9% | +31.5% | -61.4% | -24.1% |
| 6M | +19.1% | +21.8% | -2.6% | +27.9% |
| YTD | +55.0% | +48.9% | +6.1% | +67.7% |
| 1Y | +21.2% | +42.1% | -20.9% | +29.3% |
| All | +21.2% | +44.7% | -23.5% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling