-60.6%
OUST vs ALC
+20.5%
-81.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.1% |
| 7D | +14.0% | -6.3% | +20.2% | +17.6% |
| 30D | +2.5% | +12.6% | -10.1% | -3.8% |
| 3M | -15.3% | -3.8% | -11.5% | -14.2% |
| 6M | +42.6% | +16.8% | +25.8% | +26.1% |
| YTD | +76.6% | -7.6% | +84.2% | +79.3% |
| 1Y | +54.1% | -5.9% | +59.9% | +54.0% |
| 3Y | +675.3% | +0.6% | +674.7% | +588.0% |
| 5Y | -45.1% | -9.5% | -35.6% | -48.9% |
| All | -60.6% | +20.5% | -81.1% | -65.2% |
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