+28.5%
OUST vs ABCL
+186.8%
-158.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | +5.2% | +0.7% | +4.5% | +4.9% |
| 30D | -19.3% | +93.1% | -112.3% | -44.8% |
| 3M | -22.6% | +79.4% | -102.1% | -44.8% |
| 6M | +62.8% | +214.9% | -152.1% | -16.9% |
| YTD | +68.3% | +234.2% | -165.9% | -18.0% |
| 1Y | +28.5% | +174.8% | -146.2% | -27.6% |
| All | +28.5% | +186.8% | -158.3% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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