+312.5%
EAT vs OUST
-60.6%
+373.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -5.9% | +31.9% | -37.8% | -9.2% |
| 30D | +0.7% | -4.2% | +4.9% | +0.5% |
| 3M | -14.2% | -9.3% | -5.0% | -14.2% |
| 6M | +40.7% | +51.7% | -10.9% | +26.4% |
| YTD | +36.0% | +76.6% | -40.6% | +17.8% |
| 1Y | +83.1% | +48.9% | +34.2% | +61.5% |
| 3Y | +474.8% | +675.3% | -200.4% | +250.2% |
| 5Y | +347.6% | -44.0% | +391.6% | +273.9% |
| All | +312.5% | -60.6% | +373.1% | +244.5% |
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