-64.1%
OUST vs RRC
+510.9%
-575.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.9% | +16.9% | +14.7% |
| 7D | +17.0% | -10.8% | +27.8% | +20.2% |
| 30D | -16.5% | +22.3% | -38.8% | -21.3% |
| 3M | -23.7% | +26.6% | -50.3% | -29.0% |
| 6M | +18.4% | +18.9% | -0.6% | +11.3% |
| YTD | +60.8% | +39.2% | +21.6% | +42.9% |
| 1Y | +44.2% | +34.0% | +10.2% | +29.3% |
| 3Y | +668.1% | +42.0% | +626.1% | +572.2% |
| 5Y | -48.8% | +111.9% | -160.7% | -61.2% |
| All | -64.1% | +510.9% | -575.1% | -78.0% |
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