+163.2%
RIO vs OUST
-62.4%
+225.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | 0.0% | +5.2% | -5.3% | -0.3% |
| 30D | +4.0% | -19.3% | +23.2% | +5.1% |
| 3M | +0.1% | -22.6% | +22.8% | +0.4% |
| 6M | +12.7% | +62.8% | -50.1% | +7.8% |
| YTD | +35.6% | +68.3% | -32.8% | +29.0% |
| 1Y | +73.7% | +28.5% | +45.1% | +66.3% |
| 3Y | +93.3% | +554.0% | -460.7% | +60.9% |
| 5Y | +92.4% | -56.2% | +148.6% | +76.6% |
| All | +163.2% | -62.4% | +225.6% | +147.2% |
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