+65.4%
ECL vs OUST
-65.4%
+130.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +15.7% | -12.3% | +2.8% |
| 7D | +7.7% | -0.2% | +7.9% | +7.7% |
| 30D | +13.7% | -24.0% | +37.7% | +14.7% |
| 3M | +11.6% | -29.9% | +41.4% | +12.7% |
| 6M | +23.9% | +19.1% | +4.8% | +20.6% |
| YTD | +21.0% | +55.0% | -34.0% | +15.6% |
| 1Y | +23.1% | +21.2% | +1.9% | +18.8% |
| 3Y | +85.9% | +626.0% | -540.1% | +53.5% |
| 5Y | +46.1% | -51.6% | +97.7% | +29.1% |
| All | +65.4% | -65.4% | +130.9% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling