+207.4%
ALAB vs OUST
+611.6%
-404.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +14.0% | -7.7% | +1.7% |
| 7D | -26.3% | +17.0% | -43.3% | -30.0% |
| 30D | -50.1% | -16.5% | -33.6% | -47.1% |
| 3M | -42.5% | -23.7% | -18.8% | -37.7% |
| 6M | -10.8% | +18.4% | -29.2% | -15.1% |
| YTD | +14.6% | +60.8% | -46.2% | +0.2% |
| 1Y | +17.1% | +44.2% | -27.1% | +4.8% |
| All | +207.4% | +611.6% | -404.1% | +136.4% |
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