-19.2%
ELAN vs OUST
-60.6%
+41.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +8.9% | +31.9% | -23.0% | +5.8% |
| 30D | +16.8% | -4.2% | +21.0% | +16.7% |
| 3M | +20.1% | -9.3% | +29.4% | +20.2% |
| 6M | +13.2% | +51.7% | -38.5% | +3.9% |
| YTD | +18.3% | +76.6% | -58.4% | +5.8% |
| 1Y | +20.2% | +48.9% | -28.7% | +9.1% |
| 3Y | +150.6% | +675.3% | -524.7% | +69.5% |
| 5Y | -18.9% | -44.0% | +25.2% | -39.6% |
| All | -19.2% | -60.6% | +41.4% | -40.9% |
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