+189.3%
ALAB vs OUST
+524.1%
-334.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -9.0% | -10.6% | -16.7% |
| 7D | -38.2% | -5.0% | -33.2% | -37.1% |
| 30D | -54.0% | -32.0% | -21.9% | -47.9% |
| 3M | -43.6% | -32.4% | -11.3% | -36.4% |
| 6M | -16.8% | +6.7% | -23.5% | -17.8% |
| YTD | +7.9% | +41.0% | -33.2% | -1.5% |
| 1Y | -1.4% | +18.0% | -19.3% | -6.4% |
| All | +189.3% | +524.1% | -334.8% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling