-62.4%
OUST vs ALK
+10.0%
-72.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +0.8% |
| 7D | +5.2% | -0.7% | +5.9% | +5.6% |
| 30D | -19.3% | -19.2% | 0.0% | -9.3% |
| 3M | -22.6% | -1.5% | -21.1% | -23.1% |
| 6M | +62.8% | -13.1% | +75.8% | +71.3% |
| YTD | +68.3% | -16.4% | +84.8% | +80.0% |
| 1Y | +28.5% | -33.1% | +61.6% | +55.3% |
| 3Y | +554.0% | +0.6% | +553.4% | +465.2% |
| 5Y | -56.2% | -26.4% | -29.8% | -55.9% |
| All | -62.4% | +10.0% | -72.4% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling