+59.0%
ELV vs OUST
-62.3%
+121.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.1% |
| 7D | -0.5% | +19.9% | -20.4% | -0.5% |
| 30D | +1.1% | +3.6% | -2.5% | +1.1% |
| 3M | +8.2% | -20.6% | +28.8% | +8.2% |
| 6M | +10.2% | +35.1% | -24.8% | +10.2% |
| YTD | +24.4% | +69.1% | -44.7% | +24.4% |
| 1Y | +33.8% | +49.9% | -16.1% | +33.7% |
| 3Y | -1.4% | +642.4% | -643.8% | -1.5% |
| 5Y | +5.8% | -48.3% | +54.1% | +5.5% |
| All | +59.0% | -62.3% | +121.3% | +63.2% |
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