-62.4%
OUST vs ALLY
+87.4%
-149.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.4% |
| 7D | +5.2% | +3.7% | +1.6% | +2.5% |
| 30D | -19.3% | -2.3% | -17.0% | -17.6% |
| 3M | -22.6% | +3.8% | -26.5% | -24.7% |
| 6M | +62.8% | +9.7% | +53.1% | +51.1% |
| YTD | +68.3% | -1.4% | +69.8% | +69.6% |
| 1Y | +28.5% | +8.2% | +20.3% | +23.0% |
| 3Y | +554.0% | +66.5% | +487.6% | +365.0% |
| 5Y | -56.2% | +1.2% | -57.4% | -59.9% |
| All | -62.4% | +87.4% | -149.8% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling