-55.1%
OUST vs ALLY
-7.4%
-47.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.3% | -7.7% | -7.9% |
| 7D | -5.0% | -1.1% | -3.9% | -3.8% |
| 30D | -32.0% | +4.2% | -36.2% | -34.1% |
| 3M | -32.4% | -12.4% | -20.0% | -24.8% |
| 6M | +6.7% | -8.7% | +15.4% | +14.2% |
| YTD | +41.0% | -11.6% | +52.7% | +54.7% |
| 1Y | +18.0% | +0.2% | +17.8% | +17.7% |
| 3Y | +560.6% | +57.1% | +503.5% | +377.4% |
| 5Y | -55.1% | -6.8% | -48.3% | -57.0% |
| All | -55.1% | -7.4% | -47.7% | -57.0% |
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