+44.2%
OUST vs ALLY
-1.7%
+45.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.7% | +15.7% | +15.4% |
| 7D | +17.0% | +0.9% | +16.1% | +16.2% |
| 30D | -16.5% | +3.1% | -19.6% | -18.6% |
| 3M | -23.7% | -12.6% | -11.1% | -14.9% |
| 6M | +18.4% | -12.4% | +30.8% | +30.7% |
| YTD | +60.8% | -13.2% | +73.9% | +84.5% |
| 1Y | +44.2% | +1.8% | +42.4% | +28.1% |
| All | +44.2% | -1.7% | +45.9% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling