+577.1%
OUST vs ALLY
+63.1%
+514.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.4% |
| 7D | +5.2% | +3.7% | +1.6% | +1.9% |
| 30D | -19.3% | -2.3% | -17.0% | -17.3% |
| 3M | -22.6% | +3.8% | -26.5% | -25.3% |
| 6M | +62.8% | +9.7% | +53.1% | +47.8% |
| YTD | +68.3% | -1.4% | +69.8% | +69.4% |
| 1Y | +28.5% | +8.2% | +20.3% | +20.6% |
| All | +577.1% | +63.1% | +514.0% | +285.7% |
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