+573.7%
OUST vs ABCL
+139.9%
+433.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -9.4% | +0.4% | -4.1% |
| 7D | -5.0% | -14.9% | +9.9% | +3.3% |
| 30D | -32.0% | -15.4% | -16.7% | -25.6% |
| 3M | -32.4% | +88.0% | -120.4% | -56.3% |
| 6M | +6.7% | +138.8% | -132.1% | -41.4% |
| YTD | +41.0% | +225.4% | -184.4% | -36.9% |
| 1Y | +18.0% | +137.3% | -119.3% | -37.0% |
| All | +573.7% | +139.9% | +433.9% | +209.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling