-60.2%
OUST vs RVTY
+26.5%
-86.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.6% | +7.2% | +8.5% |
| 7D | +36.7% | +6.0% | +30.7% | +31.7% |
| 30D | -3.3% | +4.3% | -7.6% | -5.5% |
| 3M | -11.1% | +40.2% | -51.4% | -29.2% |
| 6M | +53.1% | +59.3% | -6.2% | +9.5% |
| YTD | +78.2% | +66.5% | +11.7% | +22.9% |
| 1Y | +50.0% | +77.5% | -27.5% | -1.2% |
| 3Y | +836.2% | +92.5% | +743.7% | +473.4% |
| 5Y | -50.0% | -6.8% | -43.2% | -52.1% |
| All | -60.2% | +26.5% | -86.8% | -65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling