+77.7%
ED vs OUST
-64.1%
+141.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +14.0% | -16.4% | -2.1% |
| 7D | +1.6% | +17.0% | -15.4% | +2.0% |
| 30D | +13.3% | -16.5% | +29.8% | +13.1% |
| 3M | +9.7% | -23.7% | +33.4% | +9.4% |
| 6M | +12.8% | +18.4% | -5.6% | +13.6% |
| YTD | +22.3% | +60.8% | -38.5% | +23.9% |
| 1Y | +26.3% | +44.2% | -17.9% | +27.8% |
| 3Y | +45.0% | +668.1% | -623.1% | +48.0% |
| 5Y | +80.2% | -48.8% | +129.0% | +76.7% |
| All | +77.7% | -64.1% | +141.8% | +69.2% |
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