+45.9%
EIX vs OUST
-65.4%
+111.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +15.7% | -12.6% | +2.8% |
| 7D | +4.5% | -0.2% | +4.7% | +4.5% |
| 30D | +15.2% | -24.0% | +39.2% | +15.7% |
| 3M | -11.6% | -29.9% | +18.3% | -11.2% |
| 6M | -8.4% | +19.1% | -27.5% | -9.7% |
| YTD | +8.2% | +55.0% | -46.8% | +5.7% |
| 1Y | +16.6% | +21.2% | -4.6% | +14.4% |
| 3Y | +12.0% | +626.0% | -614.0% | +2.9% |
| 5Y | +24.1% | -51.6% | +75.7% | +12.3% |
| All | +45.9% | -65.4% | +111.3% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling