+489.9%
EAT vs OUST
+626.4%
-136.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +14.0% | -16.9% | -4.1% |
| 7D | -2.6% | +17.0% | -19.6% | -4.1% |
| 30D | +11.5% | -16.5% | +28.0% | +12.7% |
| 3M | -9.1% | -23.7% | +14.6% | -7.7% |
| 6M | +40.4% | +18.4% | +22.0% | +32.2% |
| YTD | +43.9% | +60.8% | -16.9% | +29.4% |
| 1Y | +101.9% | +44.2% | +57.7% | +82.9% |
| 3Y | +489.9% | +668.1% | -178.2% | +290.1% |
| All | +489.9% | +626.4% | -136.5% | +290.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling