+573.7%
OUST vs ALLY
+57.0%
+516.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.3% | -7.7% | -7.8% |
| 7D | -5.0% | -1.1% | -3.9% | -3.7% |
| 30D | -32.0% | +4.2% | -36.2% | -34.4% |
| 3M | -32.4% | -12.4% | -20.0% | -23.8% |
| 6M | +6.7% | -8.7% | +15.4% | +15.0% |
| YTD | +41.0% | -11.6% | +52.7% | +56.3% |
| 1Y | +18.0% | +0.2% | +17.8% | +16.9% |
| All | +573.7% | +57.0% | +516.7% | +308.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling