-45.7%
EL vs OUST
-65.4%
+19.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +15.7% | -9.4% | +5.0% |
| 7D | +2.5% | -0.2% | +2.7% | +2.4% |
| 30D | +20.1% | -24.0% | +44.1% | +22.4% |
| 3M | +29.3% | -29.9% | +59.2% | +32.1% |
| 6M | +38.8% | +19.1% | +19.6% | +31.5% |
| YTD | +8.1% | +55.0% | -46.9% | -0.8% |
| 1Y | +22.3% | +21.2% | +1.2% | +14.5% |
| 3Y | +6.7% | +626.0% | -619.3% | -22.9% |
| 5Y | -64.4% | -51.6% | -12.8% | -69.0% |
| All | -45.7% | -65.4% | +19.7% | -52.0% |
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 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