+21.2%
OUST vs RVTY
+74.0%
-52.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -2.5% | +18.2% | +16.8% |
| 7D | -0.2% | -3.6% | +3.4% | +1.2% |
| 30D | -24.0% | +1.4% | -25.3% | -24.4% |
| 3M | -29.9% | +43.2% | -73.1% | -39.9% |
| 6M | +19.1% | +84.5% | -65.3% | -14.7% |
| YTD | +55.0% | +65.2% | -10.2% | +19.1% |
| 1Y | +21.2% | +74.3% | -53.1% | -11.3% |
| All | +21.2% | +74.0% | -52.8% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling