-65.2%
OUST vs ABCL
-80.5%
+15.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +6.7% | +7.3% | +10.8% |
| 7D | +17.0% | -3.2% | +20.2% | +19.0% |
| 30D | -16.5% | -7.4% | -9.1% | -12.9% |
| 3M | -23.7% | +81.9% | -105.6% | -46.8% |
| 6M | +18.4% | +135.7% | -117.3% | -28.9% |
| YTD | +60.8% | +247.4% | -186.6% | -21.5% |
| 1Y | +44.2% | +162.3% | -118.1% | -19.7% |
| 3Y | +668.1% | +165.5% | +502.6% | +291.1% |
| 5Y | -48.8% | -21.3% | -27.6% | -61.2% |
| All | -65.2% | -80.5% | +15.3% | -66.7% |
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