+108.4%
EBAY vs OUST
-61.4%
+169.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +1.0% |
| 7D | -0.4% | +12.7% | -13.1% | -1.1% |
| 30D | -6.3% | -13.6% | +7.3% | -5.6% |
| 3M | -3.3% | -8.3% | +5.0% | -4.2% |
| 6M | +13.5% | +85.0% | -71.5% | +5.5% |
| YTD | +21.2% | +73.2% | -52.1% | +12.9% |
| 1Y | +13.9% | +32.5% | -18.6% | +7.1% |
| 3Y | +153.1% | +643.8% | -490.8% | +93.2% |
| 5Y | +54.5% | -52.1% | +106.6% | +35.2% |
| All | +108.4% | -61.4% | +169.7% | +83.3% |
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