+10.9%
ALB vs OUST
-64.1%
+75.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.0% | -13.1% | -1.4% |
| 7D | +9.1% | +17.0% | -7.9% | +5.9% |
| 30D | -3.4% | -16.5% | +13.1% | -1.2% |
| 3M | -20.6% | -23.7% | +3.1% | -18.2% |
| 6M | -48.2% | +18.4% | -66.5% | -52.8% |
| YTD | -29.2% | +60.8% | -90.0% | -40.0% |
| 1Y | +10.0% | +44.2% | -34.2% | -5.6% |
| 3Y | -12.9% | +668.1% | -681.0% | -50.8% |
| 5Y | -61.3% | -48.8% | -12.5% | -70.4% |
| All | +10.9% | -64.1% | +75.0% | -14.2% |
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