+836.2%
OUST vs ALM
+907.8%
-71.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +8.1% | +2.8% | +8.7% |
| 7D | +36.7% | +0.7% | +35.9% | +36.8% |
| 30D | -3.3% | -26.1% | +22.7% | +4.8% |
| 3M | -11.1% | -38.1% | +27.0% | -0.1% |
| 6M | +53.1% | -55.4% | +108.5% | +83.5% |
| YTD | +78.2% | -0.4% | +78.6% | +83.9% |
| 1Y | +50.0% | +25.4% | +24.7% | +47.9% |
| 3Y | +836.2% | +907.8% | -71.6% | +611.3% |
| All | +836.2% | +907.8% | -71.6% | +611.3% |
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