+35.1%
ELV vs OUST
+33.5%
+1.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -1.8% |
| 7D | +3.3% | +5.2% | -1.9% | +3.2% |
| 30D | +4.2% | -19.3% | +23.4% | +4.5% |
| 3M | -0.1% | -22.6% | +22.6% | -0.3% |
| 6M | +41.3% | +62.8% | -21.5% | +36.0% |
| YTD | +17.4% | +68.3% | -50.9% | +12.8% |
| 1Y | +35.1% | +28.5% | +6.5% | +30.0% |
| All | +35.1% | +33.5% | +1.6% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling