+577.1%
OUST vs RVTY
+12.6%
+564.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | +5.2% | +1.1% | +4.1% | +4.6% |
| 30D | -19.3% | +13.2% | -32.5% | -25.5% |
| 3M | -22.6% | +27.2% | -49.9% | -34.5% |
| 6M | +62.8% | +32.4% | +30.4% | +32.4% |
| YTD | +68.3% | +34.9% | +33.5% | +34.8% |
| 1Y | +28.5% | +52.4% | -23.8% | -4.5% |
| All | +577.1% | +12.6% | +564.5% | +461.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling