-68.1%
RGTI vs OUST
+11.1%
-79.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +15.7% | -14.6% | -7.3% |
| 7D | -9.6% | -0.2% | -9.4% | -10.1% |
| 30D | -26.0% | -24.0% | -2.0% | -15.2% |
| 3M | -35.8% | -29.9% | -5.9% | -24.3% |
| 6M | -36.7% | +19.1% | -55.8% | -52.5% |
| YTD | -49.4% | +55.0% | -104.4% | -71.8% |
| 1Y | -68.1% | +21.2% | -89.3% | -77.8% |
| All | -68.1% | +11.1% | -79.2% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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