-0.5%
AAL vs OUST
-62.4%
+61.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +1.0% |
| 7D | -3.7% | +5.2% | -9.0% | -4.4% |
| 30D | -20.8% | -19.3% | -1.5% | -18.8% |
| 3M | -1.3% | -22.6% | +21.4% | -0.6% |
| 6M | +5.4% | +62.8% | -57.4% | -5.3% |
| YTD | -14.4% | +68.3% | -82.7% | -23.9% |
| 1Y | +2.1% | +28.5% | -26.4% | -7.1% |
| 3Y | -10.6% | +554.0% | -564.6% | -41.1% |
| 5Y | -32.2% | -56.2% | +24.0% | -45.4% |
| All | -0.5% | -62.4% | +61.9% | -17.6% |
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