-69.5%
OUST vs ABCL
-81.8%
+12.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -9.4% | +0.4% | -4.5% |
| 7D | -5.0% | -14.9% | +9.9% | +2.6% |
| 30D | -32.0% | -15.4% | -16.7% | -26.1% |
| 3M | -32.4% | +88.0% | -120.4% | -54.0% |
| 6M | +6.7% | +138.8% | -132.1% | -36.6% |
| YTD | +41.0% | +225.4% | -184.4% | -29.1% |
| 1Y | +18.0% | +137.3% | -119.3% | -31.2% |
| 3Y | +560.6% | +136.8% | +423.8% | +253.3% |
| 5Y | -55.1% | -26.2% | -28.9% | -65.0% |
| All | -69.5% | -81.8% | +12.3% | -69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling