-19.5%
ELF vs OUST
+554.0%
-573.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.9% |
| 7D | +5.4% | +5.2% | +0.1% | +4.7% |
| 30D | +27.0% | -19.3% | +46.2% | +30.0% |
| 3M | +113.2% | -22.6% | +135.8% | +114.6% |
| 6M | +36.6% | +62.8% | -26.2% | +21.7% |
| YTD | +44.2% | +68.3% | -24.1% | +27.0% |
| 1Y | -18.0% | +28.5% | -46.5% | -26.1% |
| All | -19.5% | +554.0% | -573.5% | -43.8% |
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