-62.3%
OUST vs RRC
+545.3%
-607.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.5% | -4.0% |
| 7D | +19.9% | +2.5% | +17.4% | +19.0% |
| 30D | +3.6% | +21.1% | -17.5% | -2.0% |
| 3M | -20.6% | +28.4% | -49.0% | -26.4% |
| 6M | +35.1% | +26.5% | +8.6% | +25.0% |
| YTD | +69.1% | +47.0% | +22.1% | +48.2% |
| 1Y | +49.9% | +35.2% | +14.7% | +34.5% |
| 3Y | +642.4% | +61.0% | +581.4% | +529.8% |
| 5Y | -48.3% | +133.6% | -181.9% | -61.8% |
| All | -62.3% | +545.3% | -607.6% | -77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling