+90.7%
ENTG vs OUST
-60.6%
+151.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | 0.0% | +11.3% | +11.3% |
| 7D | +7.9% | +14.0% | -6.0% | +5.0% |
| 30D | -3.6% | +2.5% | -6.1% | -4.5% |
| 3M | +2.7% | -15.3% | +18.0% | +5.6% |
| 6M | +3.6% | +42.6% | -39.1% | -5.1% |
| YTD | +83.6% | +76.6% | +7.0% | +59.0% |
| 1Y | +84.9% | +54.1% | +30.8% | +63.7% |
| 3Y | +63.2% | +675.3% | -612.0% | -4.7% |
| 5Y | +4.9% | -45.1% | +50.0% | -15.8% |
| All | +90.7% | -60.6% | +151.3% | +56.6% |
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 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