+100.6%
ALLE vs OUST
-65.4%
+166.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +15.7% | -14.0% | +1.0% |
| 7D | +6.7% | -0.2% | +6.9% | +6.6% |
| 30D | +25.4% | -24.0% | +49.4% | +26.8% |
| 3M | +16.9% | -29.9% | +46.8% | +18.5% |
| 6M | +46.6% | +19.1% | +27.4% | +42.1% |
| YTD | +22.4% | +55.0% | -32.6% | +16.2% |
| 1Y | +17.7% | +21.2% | -3.4% | +13.1% |
| 3Y | +96.3% | +626.0% | -529.6% | +58.2% |
| 5Y | +57.4% | -51.6% | +109.0% | +32.2% |
| All | +100.6% | -65.4% | +166.1% | +62.9% |
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