+6.6%
ALNY vs OUST
-62.3%
+68.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.7% |
| 7D | 0.0% | +19.9% | -19.9% | -1.6% |
| 30D | -30.0% | +3.6% | -33.6% | -30.4% |
| 3M | -30.1% | -20.6% | -9.4% | -29.2% |
| 6M | -46.4% | +35.1% | -81.4% | -49.9% |
| YTD | -60.6% | +69.1% | -129.7% | -64.4% |
| 1Y | -65.4% | +49.9% | -115.3% | -68.5% |
| 3Y | -3.2% | +642.4% | -645.6% | -33.5% |
| 5Y | -8.3% | -48.3% | +40.0% | -18.6% |
| All | +6.6% | -62.3% | +68.8% | +3.3% |
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