+509.3%
RIG vs OUST
-64.1%
+573.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.0% | -11.3% | +1.3% |
| 7D | -24.5% | +17.0% | -41.5% | -25.9% |
| 30D | -2.8% | -16.5% | +13.7% | -1.5% |
| 3M | +1.6% | -23.7% | +25.2% | +3.3% |
| 6M | -15.9% | +18.4% | -34.3% | -21.9% |
| YTD | +26.9% | +60.8% | -33.9% | +11.7% |
| 1Y | +34.4% | +44.2% | -9.8% | +19.5% |
| 3Y | -21.2% | +668.1% | -689.3% | -49.0% |
| 5Y | +46.4% | -48.8% | +95.2% | +19.9% |
| All | +509.3% | -64.1% | +573.4% | +417.1% |
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 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