+136.0%
ENB vs OUST
-65.5%
+201.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.5% | +9.0% | +0.7% |
| 7D | +3.1% | -3.8% | +6.9% | +3.2% |
| 30D | +2.1% | +5.1% | -2.9% | +1.9% |
| 3M | -4.4% | -25.8% | +21.4% | -4.1% |
| 6M | -10.1% | -2.0% | -8.0% | -10.8% |
| YTD | +5.2% | +54.7% | -49.5% | +2.7% |
| 1Y | +4.2% | +48.8% | -44.6% | +1.8% |
| 3Y | +70.1% | +607.8% | -537.7% | +52.8% |
| 5Y | +59.4% | -52.7% | +112.1% | +49.6% |
| All | +136.0% | -65.5% | +201.5% | +122.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling