+25.4%
ED vs OUST
+41.3%
-15.8%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.7% |
| 7D | +2.1% | +31.9% | -29.8% | +3.8% |
| 30D | +12.4% | -4.2% | +16.6% | +12.6% |
| 3M | +13.1% | -9.3% | +22.4% | +13.3% |
| 6M | +14.1% | +51.7% | -37.6% | +19.2% |
| YTD | +23.1% | +76.6% | -53.6% | +32.2% |
| 1Y | +25.4% | +48.9% | -23.4% | +32.7% |
| All | +25.4% | +41.3% | -15.8% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling