+40.2%
ECL vs OUST
-56.4%
+96.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.0% | +6.1% | -2.5% |
| 7D | +1.7% | -5.0% | +6.7% | +1.8% |
| 30D | +8.9% | -32.0% | +40.9% | +10.6% |
| 3M | +7.4% | -32.4% | +39.8% | +8.9% |
| 6M | +19.3% | +6.7% | +12.6% | +16.2% |
| YTD | +17.4% | +41.0% | -23.6% | +11.8% |
| 1Y | +19.4% | +18.0% | +1.4% | +14.6% |
| 3Y | +80.5% | +560.6% | -480.1% | +42.5% |
| 5Y | +40.2% | -55.1% | +95.3% | +28.8% |
| All | +40.2% | -56.4% | +96.6% | +28.8% |
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