+14.2%
ALLE vs OUST
-1.5%
+15.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.0% | +6.1% | -2.8% |
| 7D | 0.0% | -5.0% | +5.1% | +0.1% |
| 30D | +20.6% | -32.0% | +52.6% | +21.1% |
| 3M | +11.4% | -32.4% | +43.8% | +11.8% |
| 6M | +42.5% | +6.7% | +35.8% | +41.6% |
| YTD | +18.9% | +41.0% | -22.1% | +16.5% |
| 1Y | +14.2% | +18.0% | -3.8% | +13.4% |
| All | +14.2% | -1.5% | +15.7% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling