+53.5%
RGTI vs OUST
-59.9%
+113.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.6% |
| 7D | -2.5% | +5.2% | -7.7% | -4.8% |
| 30D | -9.4% | -19.3% | +9.8% | -0.6% |
| 3M | -37.1% | -22.6% | -14.4% | -32.5% |
| 6M | -14.4% | +62.8% | -77.2% | -37.6% |
| YTD | -31.4% | +68.3% | -99.7% | -50.8% |
| 1Y | +0.5% | +28.5% | -28.0% | -18.6% |
| 3Y | +726.1% | +554.0% | +172.0% | +204.9% |
| 5Y | +56.2% | -56.2% | +112.4% | -22.2% |
| All | +53.5% | -59.9% | +113.5% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling