-64.1%
OUST vs RVTY
+22.1%
-86.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.8% | +11.2% | +12.2% |
| 7D | +17.0% | -1.2% | +18.2% | +17.9% |
| 30D | -16.5% | +1.0% | -17.5% | -16.8% |
| 3M | -23.7% | +35.8% | -59.5% | -38.0% |
| 6M | +18.4% | +56.7% | -38.3% | -14.6% |
| YTD | +60.8% | +60.7% | +0.1% | +13.3% |
| 1Y | +44.2% | +73.7% | -29.5% | -3.9% |
| 3Y | +668.1% | +82.8% | +585.3% | +386.1% |
| 5Y | -48.8% | -7.0% | -41.8% | -50.3% |
| All | -64.1% | +22.1% | -86.2% | -68.0% |
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