+111.4%
RIO vs OUST
-65.5%
+176.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.5% | +8.1% | +0.1% |
| 7D | -0.9% | -3.8% | +2.8% | -0.7% |
| 30D | -9.1% | +5.1% | -14.1% | -9.6% |
| 3M | -13.7% | -25.8% | +12.1% | -12.6% |
| 6M | -24.3% | -2.0% | -22.3% | -25.5% |
| YTD | +8.9% | +54.7% | -45.8% | +3.7% |
| 1Y | +22.7% | +48.8% | -26.1% | +16.9% |
| 3Y | +51.2% | +607.8% | -556.6% | +25.3% |
| 5Y | +88.1% | -52.7% | +140.8% | +71.6% |
| All | +111.4% | -65.5% | +176.9% | +98.8% |
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