+10.7%
ALB vs OUST
-60.2%
+71.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -11.0% | -1.9% |
| 7D | +9.5% | +36.7% | -27.2% | +3.5% |
| 30D | -2.1% | -3.3% | +1.2% | -2.4% |
| 3M | -24.1% | -11.1% | -13.0% | -23.8% |
| 6M | -51.0% | +53.1% | -104.1% | -57.1% |
| YTD | -29.3% | +78.2% | -107.6% | -41.1% |
| 1Y | +3.2% | +50.0% | -46.9% | -12.1% |
| 3Y | -9.3% | +836.2% | -845.5% | -50.4% |
| 5Y | -61.6% | -50.0% | -11.7% | -70.7% |
| All | +10.7% | -60.2% | +71.0% | -15.9% |
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