+16.7%
RGTI vs OUST
-45.2%
+62.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.0% |
| 7D | +9.6% | +31.9% | -22.3% | -4.0% |
| 30D | -13.4% | -4.2% | -9.2% | -11.6% |
| 3M | -31.2% | -9.3% | -21.9% | -28.7% |
| 6M | -35.9% | +51.7% | -87.5% | -52.4% |
| YTD | -45.1% | +76.6% | -121.8% | -62.8% |
| 1Y | -63.3% | +48.9% | -112.2% | -72.6% |
| 3Y | +1,152.6% | +675.3% | +477.3% | +291.0% |
| All | +16.7% | -45.2% | +62.0% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling