+111.9%
RIO vs OUST
-68.5%
+180.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.0% | +7.3% | -1.1% |
| 7D | -0.1% | -5.0% | +4.9% | +0.1% |
| 30D | -13.3% | -32.0% | +18.8% | -11.5% |
| 3M | -16.3% | -32.4% | +16.1% | -14.8% |
| 6M | -15.4% | +6.7% | -22.2% | -17.3% |
| YTD | +9.2% | +41.0% | -31.9% | +4.7% |
| 1Y | +26.5% | +18.0% | +8.5% | +22.1% |
| 3Y | +49.9% | +560.6% | -510.7% | +24.7% |
| 5Y | +93.9% | -55.1% | +149.1% | +77.5% |
| All | +111.9% | -68.5% | +180.5% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling