-63.6%
OUST vs ABCL
-81.3%
+17.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.3% |
| 7D | +5.2% | +0.7% | +4.5% | +4.9% |
| 30D | -19.3% | +93.1% | -112.3% | -45.2% |
| 3M | -22.6% | +79.4% | -102.1% | -45.6% |
| 6M | +62.8% | +214.9% | -152.1% | -14.8% |
| YTD | +68.3% | +234.2% | -165.9% | -15.6% |
| 1Y | +28.5% | +174.8% | -146.2% | -30.0% |
| 3Y | +554.0% | +104.5% | +449.6% | +274.4% |
| 5Y | -56.2% | -39.0% | -17.2% | -64.5% |
| All | -63.6% | -81.3% | +17.7% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling