+502.3%
RIG vs OUST
-60.6%
+562.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -12.2% | +31.9% | -44.1% | -15.1% |
| 30D | -6.0% | -4.2% | -1.8% | -6.2% |
| 3M | -9.4% | -9.3% | -0.2% | -9.6% |
| 6M | -19.1% | +51.7% | -70.7% | -26.9% |
| YTD | +25.4% | +76.6% | -51.2% | +9.2% |
| 1Y | +23.3% | +48.9% | -25.6% | +9.4% |
| 3Y | -22.1% | +675.3% | -697.4% | -49.5% |
| 5Y | +50.1% | -44.0% | +94.2% | +21.7% |
| All | +502.3% | -60.6% | +562.9% | +405.7% |
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