+73.2%
ENTG vs OUST
-60.2%
+133.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +10.8% | -1.4% | +7.1% |
| 7D | -7.6% | +36.7% | -44.3% | -13.9% |
| 30D | -15.5% | -3.3% | -12.1% | -15.2% |
| 3M | -7.8% | -11.1% | +3.3% | -6.2% |
| 6M | -5.9% | +53.1% | -59.0% | -15.0% |
| YTD | +66.7% | +78.2% | -11.5% | +44.1% |
| 1Y | +62.1% | +50.0% | +12.1% | +44.2% |
| 3Y | +56.3% | +836.2% | -779.9% | -11.9% |
| 5Y | -3.8% | -50.0% | +46.2% | -22.3% |
| All | +73.2% | -60.2% | +133.4% | +42.0% |
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