+30.0%
ECL vs OUST
-56.2%
+86.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -2.6% | +5.2% | -7.8% | -2.8% |
| 30D | -2.2% | -19.3% | +17.1% | -1.3% |
| 3M | +10.1% | -22.6% | +32.7% | +10.1% |
| 6M | -5.7% | +62.8% | -68.5% | -10.2% |
| YTD | +7.0% | +68.3% | -61.4% | +1.3% |
| 1Y | +2.7% | +28.5% | -25.9% | -2.0% |
| 3Y | +57.7% | +554.0% | -496.3% | +25.9% |
| All | +30.0% | -56.2% | +86.1% | +18.5% |
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