+75.5%
ALNY vs OUST
-62.6%
+138.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.5% |
| 7D | -3.5% | +4.0% | -7.6% | -3.8% |
| 30D | +18.9% | -14.0% | +32.9% | +20.1% |
| 3M | -13.3% | -5.9% | -7.4% | -14.9% |
| 6M | -20.3% | +76.4% | -96.6% | -27.5% |
| YTD | -35.1% | +67.5% | -102.6% | -41.1% |
| 1Y | -46.5% | +27.1% | -73.6% | -50.7% |
| 3Y | +28.1% | +619.0% | -591.0% | -11.8% |
| 5Y | +36.1% | -54.9% | +91.0% | +22.8% |
| All | +75.5% | -62.6% | +138.1% | +71.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling