-28.9%
ELAN vs OUST
-62.6%
+33.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.4% |
| 7D | -4.6% | +4.0% | -8.6% | -5.0% |
| 30D | +5.7% | -14.0% | +19.7% | +7.1% |
| 3M | -3.9% | -5.9% | +2.0% | -5.5% |
| 6M | -1.6% | +76.4% | -78.0% | -10.9% |
| YTD | +4.1% | +67.5% | -63.4% | -5.7% |
| 1Y | +25.5% | +27.1% | -1.6% | +15.3% |
| 3Y | +103.2% | +619.0% | -515.9% | +38.9% |
| 5Y | -29.8% | -54.9% | +25.1% | -46.9% |
| All | -28.9% | -62.6% | +33.8% | -47.3% |
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