+58.3%
ENTG vs OUST
-64.1%
+122.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +14.0% | -11.4% | -0.4% |
| 7D | -17.1% | +17.0% | -34.1% | -20.3% |
| 30D | -23.0% | -16.5% | -6.5% | -20.4% |
| 3M | -10.2% | -23.7% | +13.4% | -5.8% |
| 6M | -17.8% | +18.4% | -36.1% | -22.0% |
| YTD | +52.4% | +60.8% | -8.4% | +34.6% |
| 1Y | +49.8% | +44.2% | +5.6% | +34.6% |
| 3Y | +42.1% | +668.1% | -626.0% | -16.8% |
| 5Y | -10.2% | -48.8% | +38.6% | -26.7% |
| All | +58.3% | -64.1% | +122.4% | +32.5% |
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