+175.0%
ELAN vs OUST
+626.4%
-451.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +14.0% | -5.3% | +7.4% |
| 7D | +11.6% | +17.0% | -5.4% | +10.0% |
| 30D | +15.1% | -16.5% | +31.6% | +16.5% |
| 3M | +6.4% | -23.7% | +30.0% | +8.2% |
| 6M | -1.7% | +18.4% | -20.1% | -6.8% |
| YTD | +13.7% | +60.8% | -47.0% | +3.7% |
| 1Y | +19.6% | +44.2% | -24.6% | +9.8% |
| 3Y | +175.0% | +668.1% | -493.1% | +82.4% |
| All | +175.0% | +626.4% | -451.4% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling