+36.1%
ALNY vs OUST
-55.1%
+91.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.6% |
| 7D | -3.5% | +4.0% | -7.6% | -3.8% |
| 30D | +18.9% | -14.0% | +32.9% | +20.0% |
| 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% | -41.0% |
| 1Y | -46.5% | +27.1% | -73.6% | -50.7% |
| 3Y | +28.1% | +619.0% | -591.0% | -12.2% |
| All | +36.1% | -55.1% | +91.2% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling