-64.5%
ALNY vs OUST
+42.6%
-107.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.8% | -10.4% | +0.3% |
| 7D | -0.9% | +36.7% | -37.6% | -1.1% |
| 30D | -32.7% | -3.3% | -29.4% | -32.9% |
| 3M | -28.6% | -11.1% | -17.4% | -29.0% |
| 6M | -46.9% | +53.1% | -100.0% | -49.1% |
| YTD | -60.6% | +78.2% | -138.9% | -63.0% |
| All | -64.5% | +42.6% | -107.1% | -66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling