+4.5%
ALB vs OUST
-65.5%
+70.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.5% | +7.1% | 0.0% |
| 7D | -5.8% | -3.8% | -2.0% | -5.3% |
| 30D | -4.5% | +5.1% | -9.6% | -6.0% |
| 3M | -28.1% | -25.8% | -2.3% | -25.6% |
| 6M | -53.2% | -2.0% | -51.2% | -55.5% |
| YTD | -33.3% | +54.7% | -88.0% | -43.2% |
| 1Y | -17.4% | +48.8% | -66.2% | -29.6% |
| 3Y | -14.1% | +607.8% | -622.0% | -50.9% |
| 5Y | -64.0% | -52.7% | -11.3% | -72.2% |
| All | +4.5% | -65.5% | +70.0% | -18.8% |
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 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