-68.5%
OUST vs RRC
+529.4%
-597.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.7% | -5.3% | -8.1% |
| 7D | -5.0% | -6.9% | +1.8% | -3.4% |
| 30D | -32.0% | +25.4% | -57.5% | -36.3% |
| 3M | -32.4% | +31.9% | -64.3% | -37.7% |
| 6M | +6.7% | +17.2% | -10.5% | +0.9% |
| YTD | +41.0% | +43.4% | -2.4% | +24.5% |
| 1Y | +18.0% | +36.7% | -18.8% | +5.4% |
| 3Y | +560.6% | +38.8% | +521.8% | +481.9% |
| 5Y | -55.1% | +118.3% | -173.4% | -66.2% |
| All | -68.5% | +529.4% | -597.9% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling