+61.1%
ECL vs OUST
-60.2%
+121.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.8% | -8.8% | +1.6% |
| 7D | -0.5% | +36.7% | -37.2% | -1.8% |
| 30D | +8.8% | -3.3% | +12.2% | +8.7% |
| 3M | +7.8% | -11.1% | +19.0% | +7.9% |
| 6M | +21.3% | +53.1% | -31.7% | +16.8% |
| YTD | +17.8% | +78.2% | -60.4% | +11.9% |
| 1Y | +21.1% | +50.0% | -29.0% | +15.8% |
| 3Y | +80.1% | +836.2% | -756.1% | +46.6% |
| 5Y | +40.5% | -50.0% | +90.5% | +23.3% |
| All | +61.1% | -60.2% | +121.3% | +41.1% |
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 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