-62.4%
OUST vs RRC
+425.4%
-487.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.5% | +1.9% |
| 7D | +5.2% | +1.3% | +3.9% | +4.8% |
| 30D | -19.3% | +10.1% | -29.4% | -21.4% |
| 3M | -22.6% | +4.0% | -26.6% | -23.8% |
| 6M | +62.8% | +1.6% | +61.2% | +60.0% |
| YTD | +68.3% | +19.7% | +48.6% | +57.0% |
| 1Y | +28.5% | +21.4% | +7.1% | +18.9% |
| 3Y | +554.0% | +29.7% | +524.4% | +490.2% |
| 5Y | -56.2% | +153.9% | -210.1% | -67.9% |
| All | -62.4% | +425.4% | -487.9% | -75.8% |
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