+113.4%
RIO vs OUST
-64.1%
+177.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.0% | -13.3% | -0.1% |
| 7D | +2.2% | +17.0% | -14.8% | +1.2% |
| 30D | -10.1% | -16.5% | +6.4% | -9.4% |
| 3M | -14.1% | -23.7% | +9.5% | -13.2% |
| 6M | -18.9% | +18.4% | -37.3% | -21.2% |
| YTD | +9.9% | +60.8% | -50.9% | +4.5% |
| 1Y | +27.0% | +44.2% | -17.2% | +21.2% |
| 3Y | +50.1% | +668.1% | -618.0% | +23.7% |
| 5Y | +95.3% | -48.8% | +144.1% | +77.2% |
| All | +113.4% | -64.1% | +177.5% | +100.3% |
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