+573.7%
OUST vs ALK
+15.2%
+558.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.2% | -5.8% | -7.4% |
| 7D | -5.0% | +7.1% | -12.1% | -8.2% |
| 30D | -32.0% | -3.0% | -29.1% | -31.0% |
| 3M | -32.4% | -25.6% | -6.7% | -21.8% |
| 6M | +6.7% | +0.5% | +6.2% | +5.3% |
| YTD | +41.0% | -23.1% | +64.1% | +56.4% |
| 1Y | +18.0% | -7.5% | +25.5% | +20.0% |
| All | +573.7% | +15.2% | +558.5% | +427.0% |
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