-60.2%
OUST vs RRC
+512.6%
-572.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.3% | +10.6% | +10.8% |
| 7D | +36.7% | -10.3% | +47.0% | +40.2% |
| 30D | -3.3% | +19.5% | -22.8% | -8.3% |
| 3M | -11.1% | +27.9% | -39.0% | -17.6% |
| 6M | +53.1% | +21.2% | +31.9% | +43.2% |
| YTD | +78.2% | +39.6% | +38.7% | +58.3% |
| 1Y | +50.0% | +31.3% | +18.7% | +35.4% |
| 3Y | +836.2% | +51.9% | +784.2% | +705.8% |
| 5Y | -50.0% | +110.2% | -160.1% | -62.0% |
| All | -60.2% | +512.6% | -572.8% | -75.6% |
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