-68.5%
OUST vs RVTY
+18.8%
-87.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -5.4% | -3.6% | -5.5% |
| 7D | -5.0% | -9.0% | +4.0% | +0.8% |
| 30D | -32.0% | -1.6% | -30.5% | -31.3% |
| 3M | -32.4% | +31.2% | -63.6% | -44.0% |
| 6M | +6.7% | +63.6% | -56.9% | -25.7% |
| YTD | +41.0% | +56.3% | -15.2% | +1.0% |
| 1Y | +18.0% | +63.3% | -45.4% | -18.1% |
| 3Y | +560.6% | +72.4% | +488.2% | +333.5% |
| 5Y | -55.1% | -9.6% | -45.5% | -55.7% |
| All | -68.5% | +18.8% | -87.3% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling