+44.2%
OUST vs ALK
-6.6%
+50.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -15.5% |
| 3M | -23.7% | -23.2% | -0.5% | -11.8% |
| 6M | +18.4% | -3.9% | +22.2% | +19.6% |
| YTD | +60.8% | -22.6% | +83.4% | +81.0% |
| 1Y | +44.2% | -5.3% | +49.5% | +31.8% |
| All | +44.2% | -6.6% | +50.8% | +31.8% |
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