-46.7%
EL vs OUST
-64.1%
+17.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +14.0% | -11.8% | +1.1% |
| 7D | +0.8% | +17.0% | -16.2% | -0.6% |
| 30D | +16.5% | -16.5% | +33.0% | +17.8% |
| 3M | +29.2% | -23.7% | +52.8% | +31.0% |
| 6M | +27.9% | +18.4% | +9.5% | +21.3% |
| YTD | +6.2% | +60.8% | -54.6% | -2.9% |
| 1Y | +27.2% | +44.2% | -17.0% | +17.1% |
| 3Y | +3.2% | +668.1% | -664.9% | -25.8% |
| 5Y | -66.0% | -48.8% | -17.2% | -70.6% |
| All | -46.7% | -64.1% | +17.4% | -53.0% |
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