+82.3%
RIG vs OUST
+34.0%
+48.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -1.7% |
| 7D | -2.7% | +12.7% | -15.4% | -3.3% |
| 30D | +9.5% | -13.6% | +23.1% | +10.1% |
| 3M | -6.6% | -8.3% | +1.6% | -8.0% |
| 6M | -2.9% | +85.0% | -87.8% | -14.4% |
| YTD | +39.5% | +73.2% | -33.8% | +22.4% |
| 1Y | +82.3% | +32.5% | +49.8% | +64.6% |
| All | +82.3% | +34.0% | +48.3% | +64.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling