-65.4%
OUST vs ALLY
+70.2%
-135.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +3.8% | +11.9% | +12.9% |
| 7D | -0.2% | +2.4% | -2.6% | -1.8% |
| 30D | -24.0% | +5.6% | -29.5% | -27.0% |
| 3M | -29.9% | -11.7% | -18.2% | -23.0% |
| 6M | +19.1% | -7.0% | +26.2% | +25.3% |
| YTD | +55.0% | -10.4% | +65.4% | +67.4% |
| 1Y | +21.2% | +2.4% | +18.8% | +19.0% |
| 3Y | +626.0% | +59.2% | +566.7% | +434.2% |
| 5Y | -51.6% | -5.0% | -46.6% | -53.1% |
| All | -65.4% | +70.2% | -135.7% | -67.7% |
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 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