+46.9%
ALLE vs OUST
+554.0%
-507.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | -0.2% | +5.2% | -5.5% | -0.4% |
| 30D | -6.8% | -19.3% | +12.5% | -6.1% |
| 3M | +21.0% | -22.6% | +43.7% | +21.2% |
| 6M | +1.1% | +62.8% | -61.7% | -3.2% |
| YTD | -0.5% | +68.3% | -68.9% | -5.2% |
| 1Y | -7.3% | +28.5% | -35.8% | -11.0% |
| All | +46.9% | +554.0% | -507.2% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling