-55.1%
OUST vs ALC
-8.7%
-46.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.0% | -8.0% | -8.5% |
| 7D | -5.0% | +7.6% | -12.7% | -8.6% |
| 30D | -32.0% | +21.1% | -53.2% | -39.0% |
| 3M | -32.4% | +8.5% | -40.8% | -35.9% |
| 6M | +6.7% | +2.8% | +3.9% | +1.8% |
| YTD | +41.0% | -2.4% | +43.4% | +39.4% |
| 1Y | +18.0% | +3.5% | +14.5% | +11.0% |
| 3Y | +560.6% | +4.2% | +556.4% | +455.7% |
| 5Y | -55.1% | -9.0% | -46.1% | -55.7% |
| All | -55.1% | -8.7% | -46.4% | -55.7% |
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