+48.9%
OUST vs ALC
+0.5%
+48.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -1.2% |
| 7D | +31.9% | +2.3% | +29.5% | +32.2% |
| 30D | -4.2% | +15.5% | -19.7% | -0.8% |
| 3M | -9.3% | +0.6% | -9.9% | -8.2% |
| 6M | +51.7% | +18.4% | +33.3% | +52.4% |
| YTD | +76.6% | -5.6% | +82.2% | +87.8% |
| 1Y | +48.9% | 0.0% | +48.8% | +58.5% |
| All | +48.9% | +0.5% | +48.4% | +58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling