+53.9%
RGTI vs OUST
-60.1%
+114.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.1% |
| 7D | +2.5% | +4.0% | -1.6% | +0.7% |
| 30D | -13.7% | -14.0% | +0.3% | -7.7% |
| 3M | -22.6% | -5.9% | -16.7% | -24.4% |
| 6M | -13.4% | +76.4% | -89.8% | -39.1% |
| YTD | -31.2% | +67.5% | -98.7% | -50.5% |
| 1Y | -7.6% | +27.1% | -34.7% | -24.8% |
| 3Y | +669.7% | +619.0% | +50.6% | +174.6% |
| 5Y | +57.0% | -54.9% | +112.0% | -21.5% |
| All | +53.9% | -60.1% | +114.1% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling