-53.8%
OUST vs ALC
-16.0%
-37.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.9% |
| 7D | +5.2% | -2.1% | +7.3% | +6.5% |
| 30D | -19.3% | -0.1% | -19.2% | -19.5% |
| 3M | -22.6% | +5.9% | -28.5% | -27.3% |
| 6M | +62.8% | -15.9% | +78.7% | +78.3% |
| YTD | +68.3% | -10.1% | +78.5% | +75.0% |
| 1Y | +28.5% | -10.2% | +38.8% | +33.0% |
| 3Y | +554.0% | -13.6% | +567.6% | +545.6% |
| All | -53.8% | -16.0% | -37.8% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling