-51.3%
OUST vs RRC
+110.6%
-161.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.9% | +16.9% | +14.8% |
| 7D | +17.0% | -10.8% | +27.8% | +20.4% |
| 30D | -16.5% | +22.3% | -38.8% | -21.7% |
| 3M | -23.7% | +26.6% | -50.3% | -29.4% |
| 6M | +18.4% | +18.9% | -0.6% | +10.9% |
| YTD | +60.8% | +39.2% | +21.6% | +41.2% |
| 1Y | +44.2% | +34.0% | +10.2% | +27.9% |
| 3Y | +668.1% | +42.0% | +626.1% | +561.0% |
| All | -51.3% | +110.6% | -161.9% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling