-53.8%
OUST vs RVTY
-30.5%
-23.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | +5.2% | +1.1% | +4.1% | +4.5% |
| 30D | -19.3% | +13.2% | -32.5% | -26.5% |
| 3M | -22.6% | +27.2% | -49.9% | -36.2% |
| 6M | +62.8% | +32.4% | +30.4% | +28.3% |
| YTD | +68.3% | +34.9% | +33.5% | +30.2% |
| 1Y | +28.5% | +52.4% | -23.8% | -9.0% |
| 3Y | +554.0% | +12.3% | +541.8% | +459.7% |
| All | -53.8% | -30.5% | -23.3% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling