+27.0%
RIO vs OUST
+32.6%
-5.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.0% | -13.3% | -0.7% |
| 7D | +2.2% | +17.0% | -14.8% | +0.5% |
| 30D | -10.1% | -16.5% | +6.4% | -9.1% |
| 3M | -14.1% | -23.7% | +9.5% | -12.8% |
| 6M | -18.9% | +18.4% | -37.3% | -23.9% |
| YTD | +9.9% | +60.8% | -50.9% | -2.8% |
| 1Y | +27.0% | +44.2% | -17.2% | +13.1% |
| All | +27.0% | +32.6% | -5.6% | +13.1% |
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