+336.6%
EAT vs OUST
-64.1%
+400.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +14.0% | -16.9% | -4.5% |
| 7D | -2.6% | +17.0% | -19.6% | -4.7% |
| 30D | +11.5% | -16.5% | +28.0% | +13.1% |
| 3M | -9.1% | -23.7% | +14.6% | -7.2% |
| 6M | +40.4% | +18.4% | +22.0% | +30.0% |
| YTD | +43.9% | +60.8% | -16.9% | +26.2% |
| 1Y | +101.9% | +44.2% | +57.7% | +78.7% |
| 3Y | +489.9% | +668.1% | -178.2% | +258.0% |
| 5Y | +362.6% | -48.8% | +411.5% | +290.3% |
| All | +336.6% | -64.1% | +400.8% | +269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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