-55.1%
OUST vs ALM
+390.7%
-445.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -9.6% | +0.6% | -6.8% |
| 7D | -5.0% | -14.5% | +9.5% | -1.4% |
| 30D | -32.0% | -39.0% | +7.0% | -23.8% |
| 3M | -32.4% | -40.3% | +7.9% | -24.4% |
| 6M | +6.7% | -60.3% | +67.0% | +29.3% |
| YTD | +41.0% | -9.8% | +50.8% | +46.7% |
| 1Y | +18.0% | +30.8% | -12.8% | +14.8% |
| 3Y | +560.6% | +772.4% | -211.8% | +358.8% |
| 5Y | -55.1% | +390.7% | -445.9% | -68.5% |
| All | -55.1% | +390.7% | -445.9% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling