+6.1%
ALNY vs OUST
-64.1%
+70.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.0% | -14.5% | -1.6% |
| 7D | -5.5% | +17.0% | -22.5% | -6.9% |
| 30D | -30.5% | -16.5% | -14.0% | -29.7% |
| 3M | -27.8% | -23.7% | -4.2% | -26.8% |
| 6M | -48.5% | +18.4% | -66.9% | -51.4% |
| YTD | -60.8% | +60.8% | -121.6% | -64.4% |
| 1Y | -64.6% | +44.2% | -108.8% | -67.6% |
| 3Y | -6.7% | +668.1% | -674.8% | -36.4% |
| 5Y | -16.7% | -48.8% | +32.1% | -26.2% |
| All | +6.1% | -64.1% | +70.2% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling