+577.1%
OUST vs ALK
+2.1%
+575.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +0.9% |
| 7D | +5.2% | -0.7% | +5.9% | +5.6% |
| 30D | -19.3% | -19.2% | 0.0% | -10.0% |
| 3M | -22.6% | -1.5% | -21.1% | -22.9% |
| 6M | +62.8% | -13.1% | +75.8% | +70.7% |
| YTD | +68.3% | -16.4% | +84.8% | +79.5% |
| 1Y | +28.5% | -33.1% | +61.6% | +52.1% |
| All | +577.1% | +2.1% | +575.0% | +402.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling