+577.1%
OUST vs ALC
-13.3%
+590.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.3% |
| 7D | +5.2% | -2.1% | +7.3% | +5.8% |
| 30D | -19.3% | -0.1% | -19.2% | -19.3% |
| 3M | -22.6% | +5.9% | -28.5% | -25.1% |
| 6M | +62.8% | -15.9% | +78.7% | +74.2% |
| YTD | +68.3% | -10.1% | +78.5% | +74.3% |
| 1Y | +28.5% | -10.2% | +38.8% | +32.8% |
| All | +577.1% | -13.3% | +590.5% | +551.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling