-19.1%
ELAN vs OUST
-65.5%
+46.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.5% | +9.6% | +1.9% |
| 7D | +4.0% | -3.8% | +7.8% | +4.4% |
| 30D | +18.8% | +5.1% | +13.7% | +17.6% |
| 3M | +19.0% | -25.8% | +44.8% | +21.5% |
| 6M | +22.8% | -2.0% | +24.9% | +18.7% |
| YTD | +18.3% | +54.7% | -36.4% | +7.3% |
| 1Y | +21.8% | +48.8% | -27.0% | +10.5% |
| 3Y | +153.8% | +607.8% | -454.0% | +73.1% |
| 5Y | -18.9% | -52.7% | +33.8% | -38.8% |
| All | -19.1% | -65.5% | +46.4% | -40.0% |
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