+248.5%
ALAB vs OUST
+681.6%
-433.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -7.5% | +31.9% | -39.3% | -15.5% |
| 30D | -36.8% | -4.2% | -32.6% | -35.9% |
| 3M | -31.9% | -9.3% | -22.6% | -30.0% |
| 6M | +8.2% | +51.7% | -43.5% | -3.6% |
| YTD | +29.9% | +76.6% | -46.7% | +10.4% |
| 1Y | +24.4% | +48.9% | -24.5% | +9.5% |
| All | +248.5% | +681.6% | -433.1% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling