+54.3%
ENTG vs OUST
-68.5%
+122.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -9.0% | -3.7% | -10.8% |
| 7D | -22.0% | -5.0% | -17.0% | -21.5% |
| 30D | -25.2% | -32.0% | +6.8% | -19.1% |
| 3M | -14.2% | -32.4% | +18.1% | -7.5% |
| 6M | -16.3% | +6.7% | -23.0% | -18.7% |
| YTD | +48.5% | +41.0% | +7.5% | +35.1% |
| 1Y | +41.4% | +18.0% | +23.4% | +32.4% |
| 3Y | +36.7% | +560.6% | -523.9% | -17.3% |
| 5Y | -12.5% | -55.1% | +42.6% | -26.4% |
| All | +54.3% | -68.5% | +122.8% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling