+71.5%
ENTG vs OUST
-62.4%
+133.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.8% |
| 7D | +2.8% | +5.2% | -2.4% | +1.8% |
| 30D | -4.7% | -19.3% | +14.6% | -0.5% |
| 3M | -0.7% | -22.6% | +21.9% | +3.7% |
| 6M | +7.7% | +62.8% | -55.1% | -3.8% |
| YTD | +65.1% | +68.3% | -3.3% | +45.3% |
| 1Y | +74.8% | +28.5% | +46.2% | +59.5% |
| 3Y | +36.9% | +554.0% | -517.1% | -17.6% |
| 5Y | +16.1% | -56.2% | +72.3% | -3.9% |
| All | +71.5% | -62.4% | +133.9% | +43.1% |
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