+59.8%
ELV vs OUST
-68.5%
+128.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.0% | +8.5% | -0.5% |
| 7D | +2.4% | -5.0% | +7.4% | +2.3% |
| 30D | +8.0% | -32.0% | +40.0% | +7.9% |
| 3M | +10.9% | -32.4% | +43.3% | +10.9% |
| 6M | +18.0% | +6.7% | +11.3% | +18.0% |
| YTD | +25.0% | +41.0% | -16.0% | +25.0% |
| 1Y | +38.5% | +18.0% | +20.5% | +38.4% |
| 3Y | +1.0% | +560.6% | -559.6% | +0.7% |
| 5Y | +10.1% | -55.1% | +65.2% | +9.8% |
| All | +59.8% | -68.5% | +128.3% | +63.9% |
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