+89.5%
ENTG vs OUST
-62.3%
+151.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.6% | +0.3% |
| 7D | +22.8% | +19.9% | +2.9% | +18.0% |
| 30D | -4.9% | +3.6% | -8.5% | -5.9% |
| 3M | -4.8% | -20.6% | +15.8% | -0.9% |
| 6M | +5.6% | +35.1% | -29.5% | -2.2% |
| YTD | +82.4% | +69.1% | +13.3% | +59.4% |
| 1Y | +82.9% | +49.9% | +32.9% | +63.0% |
| 3Y | +62.1% | +642.4% | -580.3% | -4.4% |
| 5Y | +4.3% | -48.3% | +52.6% | -15.4% |
| All | +89.5% | -62.3% | +151.7% | +57.0% |
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