+120.2%
RIO vs OUST
-60.2%
+180.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.8% | -7.7% | +2.5% |
| 7D | +4.4% | +36.7% | -32.3% | +2.4% |
| 30D | -8.9% | -3.3% | -5.5% | -8.9% |
| 3M | -12.7% | -11.1% | -1.5% | -12.6% |
| 6M | -16.2% | +53.1% | -69.3% | -19.7% |
| YTD | +13.4% | +78.2% | -64.8% | +7.1% |
| 1Y | +30.9% | +50.0% | -19.1% | +24.6% |
| 3Y | +60.2% | +836.2% | -776.0% | +30.5% |
| 5Y | +98.9% | -50.0% | +148.9% | +80.8% |
| All | +120.2% | -60.2% | +180.4% | +105.3% |
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