+50.3%
OUST vs ALK
-4.9%
+55.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +7.1% | +3.8% | +6.7% |
| 7D | +36.7% | +8.9% | +27.8% | +30.7% |
| 30D | -3.3% | +5.9% | -9.3% | -6.2% |
| 3M | -11.1% | -16.5% | +5.4% | -2.1% |
| 6M | +53.1% | +2.1% | +50.9% | +49.7% |
| YTD | +78.2% | -17.1% | +95.3% | +92.8% |
| All | +50.3% | -4.9% | +55.2% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling