+607.8%
OUST vs RRC
+60.0%
+547.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.7% | -9.2% | -8.7% |
| 7D | -3.8% | +6.4% | -10.2% | -5.4% |
| 30D | +5.1% | +23.9% | -18.8% | -2.2% |
| 3M | -25.8% | +30.2% | -56.0% | -32.4% |
| 6M | -2.0% | +26.3% | -28.3% | -10.5% |
| YTD | +54.7% | +48.1% | +6.6% | +27.9% |
| 1Y | +48.8% | +37.7% | +11.1% | +27.5% |
| 3Y | +607.8% | +60.3% | +547.5% | +445.1% |
| All | +607.8% | +60.0% | +547.9% | +445.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling