-65.5%
OUST vs RVTY
+21.6%
-87.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.7% | -6.8% | -7.4% |
| 7D | -3.8% | -0.5% | -3.3% | -3.2% |
| 30D | +5.1% | +1.5% | +3.5% | +4.5% |
| 3M | -25.8% | +31.5% | -57.3% | -38.3% |
| 6M | -2.0% | +62.7% | -64.7% | -30.3% |
| YTD | +54.7% | +60.0% | -5.3% | +9.6% |
| 1Y | +48.8% | +65.7% | -16.9% | +2.8% |
| 3Y | +607.8% | +85.2% | +522.6% | +344.8% |
| 5Y | -52.7% | -14.9% | -37.8% | -52.9% |
| All | -65.5% | +21.6% | -87.0% | -69.1% |
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