+698.5%
RGTI vs OUST
+645.3%
+53.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +2.5% |
| 7D | +5.5% | +12.7% | -7.2% | -0.8% |
| 30D | -11.9% | -13.6% | +1.7% | -5.4% |
| 3M | -27.4% | -8.3% | -19.1% | -28.7% |
| 6M | -7.1% | +85.0% | -92.0% | -39.9% |
| YTD | -28.6% | +73.2% | -101.9% | -52.4% |
| 1Y | +4.4% | +32.5% | -28.1% | -20.6% |
| 3Y | +698.5% | +643.8% | +54.6% | +171.4% |
| All | +698.5% | +645.3% | +53.2% | +171.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling