+573.7%
OUST vs ALM
+806.0%
-232.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -9.6% | +0.6% | -6.5% |
| 7D | -5.0% | -14.5% | +9.5% | -0.9% |
| 30D | -32.0% | -39.0% | +7.0% | -22.7% |
| 3M | -32.4% | -40.3% | +7.9% | -23.4% |
| 6M | +6.7% | -60.3% | +67.0% | +32.0% |
| YTD | +41.0% | -9.8% | +50.8% | +49.0% |
| 1Y | +18.0% | +30.8% | -12.8% | +16.4% |
| All | +573.7% | +806.0% | -232.3% | +416.9% |
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 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