-64.1%
OUST vs ALC
+24.6%
-88.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.1% | +16.1% | +15.1% |
| 7D | +17.0% | +4.9% | +12.1% | +14.3% |
| 30D | -16.5% | +19.0% | -35.5% | -23.8% |
| 3M | -23.7% | +7.8% | -31.4% | -27.2% |
| 6M | +18.4% | +14.6% | +3.8% | +6.6% |
| YTD | +60.8% | -4.4% | +65.2% | +60.5% |
| 1Y | +44.2% | +1.4% | +42.8% | +37.8% |
| 3Y | +668.1% | +2.5% | +665.6% | +578.8% |
| 5Y | -48.8% | -10.9% | -37.9% | -52.2% |
| All | -64.1% | +24.6% | -88.7% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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