+425.1%
ELF vs OUST
-65.4%
+490.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +15.7% | -13.8% | +0.2% |
| 7D | -1.5% | -0.2% | -1.3% | -1.7% |
| 30D | +9.5% | -24.0% | +33.5% | +12.3% |
| 3M | +29.4% | -29.9% | +59.3% | +33.2% |
| 6M | +83.7% | +19.1% | +64.6% | +72.7% |
| YTD | +49.4% | +55.0% | -5.6% | +35.0% |
| 1Y | -3.9% | +21.2% | -25.1% | -10.8% |
| 3Y | +18.2% | +626.0% | -607.8% | -15.7% |
| 5Y | +276.1% | -51.6% | +327.7% | +233.3% |
| All | +425.1% | -65.4% | +490.5% | +362.2% |
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