+267.2%
ALAB vs OUST
+648.5%
-381.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.9% | 0.0% |
| 7D | +26.9% | +19.9% | +7.0% | +19.7% |
| 30D | -30.0% | +3.6% | -33.6% | -30.6% |
| 3M | -28.5% | -20.6% | -7.9% | -23.4% |
| 6M | +11.4% | +35.1% | -23.6% | +2.6% |
| YTD | +36.9% | +69.1% | -32.2% | +17.9% |
| 1Y | +44.4% | +49.9% | -5.6% | +27.5% |
| All | +267.2% | +648.5% | -381.2% | +178.2% |
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 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