+52.5%
ALLE vs OUST
-56.4%
+108.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.0% | +6.1% | -2.4% |
| 7D | 0.0% | -5.0% | +5.1% | +0.2% |
| 30D | +20.6% | -32.0% | +52.6% | +23.0% |
| 3M | +11.4% | -32.4% | +43.8% | +13.4% |
| 6M | +42.5% | +6.7% | +35.8% | +38.3% |
| YTD | +18.9% | +41.0% | -22.1% | +12.2% |
| 1Y | +14.2% | +18.0% | -3.8% | +8.9% |
| 3Y | +90.7% | +560.6% | -469.9% | +45.5% |
| 5Y | +52.5% | -55.1% | +107.6% | +31.7% |
| All | +52.5% | -56.4% | +108.9% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling