-2.7%
ENTG vs OUST
-49.4%
+46.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -9.3% | +31.9% | -41.2% | -15.3% |
| 30D | -16.4% | -4.2% | -12.2% | -16.0% |
| 3M | -3.8% | -9.3% | +5.4% | -2.5% |
| 6M | -6.9% | +51.7% | -58.6% | -16.5% |
| YTD | +65.0% | +76.6% | -11.6% | +40.9% |
| 1Y | +61.7% | +48.9% | +12.8% | +42.4% |
| 3Y | +46.6% | +675.3% | -628.6% | -19.8% |
| 5Y | -2.7% | -44.0% | +41.4% | -6.0% |
| All | -2.7% | -49.4% | +46.8% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling