+372.3%
EAT vs OUST
-49.1%
+421.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +14.0% | -16.9% | -4.5% |
| 7D | -2.6% | +17.0% | -19.6% | -4.6% |
| 30D | +11.5% | -16.5% | +28.0% | +13.1% |
| 3M | -9.1% | -23.7% | +14.6% | -7.3% |
| 6M | +40.4% | +18.4% | +22.0% | +30.2% |
| YTD | +43.9% | +60.8% | -16.9% | +26.5% |
| 1Y | +101.9% | +44.2% | +57.7% | +79.0% |
| 3Y | +489.9% | +668.1% | -178.2% | +258.0% |
| All | +372.3% | -49.1% | +421.3% | +292.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling