+342.0%
EAT vs OUST
-56.2%
+398.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | 0.0% | +5.2% | -5.2% | -0.6% |
| 30D | +1.9% | -19.3% | +21.1% | +4.1% |
| 3M | +68.7% | -22.6% | +91.3% | +68.6% |
| 6M | +66.9% | +62.8% | +4.1% | +48.6% |
| YTD | +60.4% | +68.3% | -7.9% | +41.2% |
| 1Y | +44.0% | +28.5% | +15.4% | +28.8% |
| 3Y | +604.7% | +554.0% | +50.6% | +340.2% |
| All | +342.0% | -56.2% | +398.1% | +309.7% |
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