-45.1%
EL vs OUST
-60.6%
+15.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +7.6% | +31.9% | -24.3% | +5.0% |
| 30D | +15.7% | -4.2% | +19.9% | +15.6% |
| 3M | +30.5% | -9.3% | +39.8% | +30.4% |
| 6M | +32.5% | +51.7% | -19.1% | +23.0% |
| YTD | +9.4% | +76.6% | -67.2% | -0.7% |
| 1Y | +28.4% | +48.9% | -20.5% | +17.9% |
| 3Y | +4.4% | +675.3% | -670.8% | -24.8% |
| 5Y | -64.5% | -44.0% | -20.5% | -69.5% |
| All | -45.1% | -60.6% | +15.5% | -51.9% |
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