+48.8%
OUST vs ALC
-6.0%
+54.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.2% | -11.7% | -7.9% |
| 7D | -3.8% | -1.1% | -2.7% | -3.8% |
| 30D | +5.1% | +16.0% | -11.0% | +8.9% |
| 3M | -25.8% | +0.8% | -26.6% | -24.7% |
| 6M | -2.0% | +16.8% | -18.9% | -1.3% |
| YTD | +54.7% | -5.5% | +60.2% | +65.8% |
| 1Y | +48.8% | -5.3% | +54.1% | +59.5% |
| All | +48.8% | -6.0% | +54.8% | +59.5% |
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