+134.9%
ENB vs OUST
-68.5%
+203.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.0% | +7.6% | -1.2% |
| 7D | -2.4% | -5.0% | +2.7% | -2.3% |
| 30D | +3.4% | -32.0% | +35.4% | +4.0% |
| 3M | -6.1% | -32.4% | +26.3% | -5.6% |
| 6M | -10.0% | +6.7% | -16.8% | -11.1% |
| YTD | +4.7% | +41.0% | -36.4% | +2.4% |
| 1Y | +7.5% | +18.0% | -10.5% | +5.5% |
| 3Y | +69.1% | +560.6% | -491.5% | +52.0% |
| 5Y | +50.4% | -55.1% | +105.5% | +41.3% |
| All | +134.9% | -68.5% | +203.4% | +121.6% |
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