-53.8%
OUST vs ALK
-25.3%
-28.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +0.7% |
| 7D | +5.2% | -0.7% | +5.9% | +5.7% |
| 30D | -19.3% | -19.2% | 0.0% | -8.1% |
| 3M | -22.6% | -1.5% | -21.1% | -23.3% |
| 6M | +62.8% | -13.1% | +75.8% | +72.0% |
| YTD | +68.3% | -16.4% | +84.8% | +80.8% |
| 1Y | +28.5% | -33.1% | +61.6% | +58.8% |
| 3Y | +554.0% | +0.6% | +553.4% | +426.9% |
| All | -53.8% | -25.3% | -28.6% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling