+27.2%
EL vs OUST
+32.6%
-5.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +14.0% | -11.8% | +1.3% |
| 7D | +0.8% | +17.0% | -16.2% | -0.3% |
| 30D | +16.5% | -16.5% | +33.0% | +17.3% |
| 3M | +29.2% | -23.7% | +52.8% | +30.2% |
| 6M | +27.9% | +18.4% | +9.5% | +18.3% |
| YTD | +6.2% | +60.8% | -54.6% | -8.7% |
| 1Y | +27.2% | +44.2% | -17.0% | +11.2% |
| All | +27.2% | +32.6% | -5.4% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling