+40.9%
EIX vs OUST
-64.1%
+105.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +14.0% | -16.5% | -2.7% |
| 7D | +1.0% | +17.0% | -16.0% | +0.7% |
| 30D | +9.1% | -16.5% | +25.6% | +9.3% |
| 3M | -10.2% | -23.7% | +13.4% | -10.0% |
| 6M | -11.2% | +18.4% | -29.6% | -12.5% |
| YTD | +4.5% | +60.8% | -56.3% | +1.9% |
| 1Y | +10.9% | +44.2% | -33.3% | +8.4% |
| 3Y | +8.4% | +668.1% | -659.7% | -0.5% |
| 5Y | +18.0% | -48.8% | +66.8% | +6.7% |
| All | +40.9% | -64.1% | +105.0% | +27.9% |
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