+400.4%
ALAB vs OUST
+645.0%
-244.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.7% | +8.1% | +9.2% |
| 7D | +7.2% | +5.2% | +2.0% | +5.6% |
| 30D | -2.5% | -19.3% | +16.7% | +3.6% |
| 3M | -13.3% | -22.6% | +9.3% | -7.3% |
| 6M | +172.8% | +62.8% | +110.1% | +138.3% |
| YTD | +86.6% | +68.3% | +18.2% | +60.6% |
| 1Y | +65.2% | +28.5% | +36.6% | +47.0% |
| All | +400.4% | +645.0% | -244.6% | +278.8% |
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