+89.7%
RIO vs OUST
-45.2%
+135.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.1% |
| 7D | +3.6% | +31.9% | -28.3% | +1.8% |
| 30D | -10.8% | -4.2% | -6.6% | -10.8% |
| 3M | -15.2% | -9.3% | -5.9% | -15.2% |
| 6M | -18.0% | +51.7% | -69.7% | -21.4% |
| YTD | +11.0% | +76.6% | -65.6% | +5.0% |
| 1Y | +26.4% | +48.9% | -22.5% | +20.4% |
| 3Y | +54.4% | +675.3% | -620.9% | +27.7% |
| All | +89.7% | -45.2% | +135.0% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling