-64.1%
OUST vs ALM
+534.3%
-598.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.1% | +11.9% | +13.6% |
| 7D | +17.0% | -6.7% | +23.7% | +18.7% |
| 30D | -16.5% | -32.9% | +16.4% | -9.9% |
| 3M | -23.7% | -39.5% | +15.8% | -16.5% |
| 6M | +18.4% | -62.0% | +80.4% | +39.3% |
| YTD | +60.8% | -7.8% | +68.6% | +66.6% |
| 1Y | +44.2% | +26.7% | +17.5% | +43.0% |
| 3Y | +668.1% | +825.4% | -157.3% | +505.8% |
| 5Y | -48.8% | +401.2% | -450.1% | -59.2% |
| All | -64.1% | +534.3% | -598.4% | -69.9% |
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