-64.1%
OUST vs ALK
+1.9%
-66.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.6% | +13.4% | +13.7% |
| 7D | +17.0% | +9.0% | +8.0% | +11.5% |
| 30D | -16.5% | -1.6% | -14.9% | -15.8% |
| 3M | -23.7% | -23.2% | -0.5% | -11.7% |
| 6M | +18.4% | -3.9% | +22.2% | +19.0% |
| YTD | +60.8% | -22.6% | +83.4% | +79.4% |
| 1Y | +44.2% | -5.3% | +49.5% | +43.8% |
| 3Y | +668.1% | +18.6% | +649.5% | +493.8% |
| 5Y | -48.8% | -34.4% | -14.4% | -45.6% |
| All | -64.1% | +1.9% | -66.0% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling