+57.9%
ECL vs OUST
-64.1%
+122.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.0% | -15.7% | -2.2% |
| 7D | -0.8% | +17.0% | -17.8% | -1.4% |
| 30D | +8.1% | -16.5% | +24.6% | +8.6% |
| 3M | +6.4% | -23.7% | +30.0% | +7.1% |
| 6M | +14.8% | +18.4% | -3.6% | +11.7% |
| YTD | +15.5% | +60.8% | -45.3% | +10.1% |
| 1Y | +20.1% | +44.2% | -24.1% | +15.0% |
| 3Y | +77.8% | +668.1% | -590.3% | +46.3% |
| 5Y | +37.9% | -48.8% | +86.7% | +21.6% |
| All | +57.9% | -64.1% | +122.1% | +38.9% |
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