+128.9%
ENB vs OUST
-64.1%
+193.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +14.0% | -16.5% | -2.8% |
| 7D | -5.2% | +17.0% | -22.2% | -5.5% |
| 30D | +2.2% | -16.5% | +18.7% | +2.4% |
| 3M | -8.1% | -23.7% | +15.6% | -7.8% |
| 6M | -11.2% | +18.4% | -29.6% | -12.4% |
| YTD | +2.0% | +60.8% | -58.8% | -0.5% |
| 1Y | +4.1% | +44.2% | -40.1% | +1.7% |
| 3Y | +64.7% | +668.1% | -603.4% | +47.6% |
| 5Y | +46.6% | -48.8% | +95.4% | +37.4% |
| All | +128.9% | -64.1% | +193.0% | +115.4% |
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