+42.8%
EIX vs OUST
-65.5%
+108.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.5% | +8.8% | +0.5% |
| 7D | +1.4% | -3.8% | +5.1% | +1.4% |
| 30D | +8.5% | +5.1% | +3.5% | +8.4% |
| 3M | -13.5% | -25.8% | +12.4% | -13.2% |
| 6M | -12.4% | -2.0% | -10.3% | -13.1% |
| YTD | +5.9% | +54.7% | -48.8% | +3.4% |
| 1Y | +7.6% | +48.8% | -41.2% | +5.0% |
| 3Y | +12.8% | +607.8% | -595.0% | +3.6% |
| 5Y | +19.2% | -52.7% | +71.9% | +7.8% |
| All | +42.8% | -65.5% | +108.3% | +29.7% |
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 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