-62.4%
OUST vs RVTY
+2.5%
-64.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.9% |
| 3M | -22.6% | +27.2% | -49.9% | -35.0% |
| 6M | +62.8% | +32.4% | +30.4% | +31.2% |
| YTD | +68.3% | +34.9% | +33.5% | +33.6% |
| 1Y | +28.5% | +52.4% | -23.8% | -5.6% |
| 3Y | +554.0% | +12.3% | +541.8% | +469.4% |
| 5Y | -56.2% | -30.8% | -25.4% | -50.9% |
| All | -62.4% | +2.5% | -64.9% | -62.3% |
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