-68.5%
OUST vs ALLY
+67.9%
-136.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.3% | -7.7% | -8.0% |
| 7D | -5.0% | -1.1% | -3.9% | -3.9% |
| 30D | -32.0% | +4.2% | -36.2% | -34.0% |
| 3M | -32.4% | -12.4% | -20.0% | -25.2% |
| 6M | +6.7% | -8.7% | +15.4% | +13.8% |
| YTD | +41.0% | -11.6% | +52.7% | +54.0% |
| 1Y | +18.0% | +0.2% | +17.8% | +17.9% |
| 3Y | +560.6% | +57.1% | +503.5% | +391.5% |
| 5Y | -55.1% | -6.8% | -48.3% | -55.9% |
| All | -68.5% | +67.9% | -136.5% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling