-65.5%
OUST vs ALM
+542.1%
-607.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +7.7% | -16.3% | -10.0% |
| 7D | -3.8% | +1.2% | -5.0% | -4.1% |
| 30D | +5.1% | -19.3% | +24.4% | +9.3% |
| 3M | -25.8% | -40.6% | +14.8% | -18.6% |
| 6M | -2.0% | -57.9% | +55.9% | +13.8% |
| YTD | +54.7% | -6.7% | +61.4% | +59.7% |
| 1Y | +48.8% | +20.2% | +28.6% | +48.1% |
| 3Y | +607.8% | +879.4% | -271.6% | +454.1% |
| 5Y | -52.7% | +415.3% | -468.0% | -62.4% |
| All | -65.5% | +542.1% | -607.5% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling