+73.8%
EAT vs OUST
+46.4%
+27.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.7% | -1.4% |
| 7D | -7.1% | +19.9% | -27.0% | -7.7% |
| 30D | -2.3% | +3.6% | -5.9% | -2.7% |
| 3M | -19.6% | -20.6% | +1.0% | -19.4% |
| 6M | +46.0% | +35.1% | +11.0% | +39.2% |
| YTD | +37.7% | +69.1% | -31.4% | +25.2% |
| 1Y | +73.8% | +49.9% | +23.8% | +58.0% |
| All | +73.8% | +46.4% | +27.4% | +58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling