+30.8%
RIO vs OUST
+11.1%
+19.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +15.7% | -12.1% | +2.1% |
| 7D | -1.6% | -0.2% | -1.4% | -1.7% |
| 30D | -11.6% | -24.0% | +12.4% | -9.7% |
| 3M | -12.7% | -29.9% | +17.2% | -10.6% |
| 6M | -12.4% | +19.1% | -31.5% | -17.6% |
| YTD | +11.0% | +55.0% | -44.0% | -0.7% |
| 1Y | +30.8% | +21.2% | +9.7% | +19.1% |
| All | +30.8% | +11.1% | +19.8% | +19.1% |
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 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