+40.6%
ALB vs OUST
-62.4%
+103.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.7% |
| 7D | -8.1% | +5.2% | -13.3% | -8.9% |
| 30D | +6.3% | -19.3% | +25.5% | +9.5% |
| 3M | -23.6% | -22.6% | -0.9% | -23.1% |
| 6M | -24.6% | +62.8% | -87.4% | -35.1% |
| YTD | -10.3% | +68.3% | -78.6% | -23.7% |
| 1Y | +61.5% | +28.5% | +32.9% | +40.8% |
| 3Y | -34.0% | +554.0% | -588.0% | -61.6% |
| 5Y | -44.6% | -56.2% | +11.6% | -56.7% |
| All | +40.6% | -62.4% | +103.0% | +9.0% |
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