+0.2%
ENTG vs OUST
-53.0%
+53.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.5% | +4.7% | -1.8% |
| 7D | +15.2% | -3.8% | +19.0% | +16.2% |
| 30D | -3.6% | +5.1% | -8.7% | -5.1% |
| 3M | -10.0% | -25.8% | +15.9% | -4.5% |
| 6M | +1.8% | -2.0% | +3.8% | +0.7% |
| YTD | +75.5% | +54.7% | +20.8% | +54.5% |
| 1Y | +82.4% | +48.8% | +33.6% | +61.5% |
| 3Y | +58.5% | +607.8% | -549.3% | -11.4% |
| All | +0.2% | -53.0% | +53.3% | +2.1% |
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