+407.6%
ELF vs OUST
-68.5%
+476.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.0% | +5.7% | -2.3% |
| 7D | -2.7% | -5.0% | +2.3% | -2.3% |
| 30D | +6.9% | -32.0% | +38.9% | +11.0% |
| 3M | +27.2% | -32.4% | +59.5% | +31.4% |
| 6M | +84.9% | +6.7% | +78.2% | +76.0% |
| YTD | +44.5% | +41.0% | +3.4% | +31.9% |
| 1Y | -6.8% | +18.0% | -24.7% | -13.1% |
| 3Y | +14.2% | +560.6% | -546.4% | -17.7% |
| 5Y | +250.6% | -55.1% | +305.7% | +213.5% |
| All | +407.6% | -68.5% | +476.2% | +351.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling