-45.1%
OUST vs ALLY
-10.1%
-35.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.9% |
| 7D | +31.9% | -0.7% | +32.5% | +32.9% |
| 30D | -4.2% | +1.1% | -5.4% | -5.1% |
| 3M | -9.3% | -13.2% | +3.9% | +1.5% |
| 6M | +51.7% | -13.5% | +65.1% | +68.9% |
| YTD | +76.6% | -14.3% | +90.9% | +98.2% |
| 1Y | +48.9% | -1.1% | +50.0% | +49.7% |
| 3Y | +675.3% | +62.0% | +613.2% | +448.1% |
| All | -45.1% | -10.1% | -35.0% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling