+76.9%
ALNY vs OUST
-61.4%
+138.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -2.5% |
| 7D | +5.7% | +12.7% | -7.0% | +4.7% |
| 30D | +18.7% | -13.6% | +32.3% | +19.8% |
| 3M | -11.0% | -8.3% | -2.7% | -12.4% |
| 6M | -18.9% | +85.0% | -103.8% | -26.6% |
| YTD | -34.6% | +73.2% | -107.8% | -40.7% |
| 1Y | -42.8% | +32.5% | -75.3% | -47.6% |
| 3Y | +29.1% | +643.8% | -614.7% | -11.3% |
| 5Y | +39.6% | -52.1% | +91.7% | +25.3% |
| All | +76.9% | -61.4% | +138.3% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling