+23.0%
RIO vs OUST
+46.4%
-23.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.6% |
| 7D | +0.1% | +19.9% | -19.8% | -1.7% |
| 30D | -10.5% | +3.6% | -14.1% | -11.2% |
| 3M | -15.9% | -20.6% | +4.7% | -14.9% |
| 6M | -22.3% | +35.1% | -57.3% | -28.1% |
| YTD | +9.3% | +69.1% | -59.8% | -4.2% |
| 1Y | +23.0% | +49.9% | -26.9% | +8.8% |
| All | +23.0% | +46.4% | -23.4% | +8.8% |
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 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