+50.3%
OUST vs RVTY
+76.6%
-26.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.6% | +7.2% | +9.2% |
| 7D | +36.7% | +6.0% | +30.7% | +33.1% |
| 30D | -3.3% | +4.3% | -7.6% | -4.7% |
| 3M | -11.1% | +40.2% | -51.4% | -22.4% |
| 6M | +53.1% | +59.3% | -6.2% | +24.2% |
| YTD | +78.2% | +66.5% | +11.7% | +39.0% |
| All | +50.3% | +76.6% | -26.3% | +16.0% |
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 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