+39.0%
ELV vs OUST
+50.6%
-11.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.7% |
| 7D | +3.8% | +31.9% | -28.0% | +3.6% |
| 30D | +4.1% | -4.2% | +8.3% | +4.1% |
| 3M | +8.5% | -9.3% | +17.8% | +8.5% |
| 6M | +14.6% | +51.7% | -37.1% | +11.9% |
| YTD | +24.4% | +76.6% | -52.3% | +19.3% |
| All | +39.0% | +50.6% | -11.6% | +35.2% |
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 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