+577.1%
OUST vs ALM
+2,063.1%
-1,486.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.0% |
| 7D | +5.2% | -2.6% | +7.8% | +5.8% |
| 30D | -19.3% | +32.0% | -51.3% | -24.2% |
| 3M | -22.6% | -15.0% | -7.6% | -20.8% |
| 6M | +62.8% | -10.1% | +72.9% | +63.3% |
| YTD | +68.3% | +99.4% | -31.1% | +49.4% |
| 1Y | +28.5% | +316.4% | -287.8% | +4.4% |
| All | +577.1% | +2,063.1% | -1,486.0% | +390.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling