-2.0%
EIX vs OUST
+554.0%
-556.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.8% |
| 7D | -19.1% | +5.2% | -24.3% | -19.2% |
| 30D | -16.9% | -19.3% | +2.4% | -16.6% |
| 3M | -20.0% | -22.6% | +2.6% | -20.1% |
| 6M | -21.3% | +62.8% | -84.1% | -23.9% |
| YTD | -1.7% | +68.3% | -70.1% | -5.2% |
| 1Y | +9.6% | +28.5% | -19.0% | +6.1% |
| All | -2.0% | +554.0% | -556.0% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling