+668.1%
OUST vs RRC
+36.3%
+631.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.9% | +16.9% | +14.8% |
| 7D | +17.0% | -10.8% | +27.8% | +20.6% |
| 30D | -16.5% | +22.3% | -38.8% | -22.2% |
| 3M | -23.7% | +26.6% | -50.3% | -30.1% |
| 6M | +18.4% | +18.9% | -0.6% | +10.2% |
| YTD | +60.8% | +39.2% | +21.6% | +35.6% |
| 1Y | +44.2% | +34.0% | +10.2% | +23.6% |
| 3Y | +668.1% | +42.0% | +626.1% | +587.9% |
| All | +668.1% | +36.3% | +631.8% | +587.9% |
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