-60.6%
OUST vs ALM
+537.4%
-598.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +14.0% | -7.2% | +21.1% | +15.7% |
| 30D | +2.5% | -26.4% | +28.9% | +8.8% |
| 3M | -15.3% | -38.6% | +23.3% | -7.5% |
| 6M | +42.6% | -61.0% | +103.6% | +66.9% |
| YTD | +76.6% | -7.4% | +84.0% | +82.9% |
| 1Y | +54.1% | +14.0% | +40.1% | +54.7% |
| 3Y | +675.3% | +844.4% | -169.2% | +510.4% |
| 5Y | -45.1% | +410.8% | -455.9% | -56.2% |
| All | -60.6% | +537.4% | -598.0% | -67.0% |
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