+32.3%
ALNY vs OUST
+611.5%
-579.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | +12.2% | +5.2% | +7.0% | +12.0% |
| 30D | +16.3% | -19.3% | +35.6% | +17.3% |
| 3M | -12.4% | -22.6% | +10.3% | -12.3% |
| 6M | -18.7% | +62.8% | -81.5% | -23.5% |
| YTD | -33.1% | +68.3% | -101.4% | -37.4% |
| 1Y | -41.3% | +28.5% | -69.9% | -44.6% |
| All | +32.3% | +611.5% | -579.2% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling