+37.0%
EQIX vs OUST
-64.1%
+101.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.0% | -12.5% | +0.6% |
| 7D | -0.1% | +17.0% | -17.1% | -1.2% |
| 30D | -1.8% | -16.5% | +14.7% | -1.0% |
| 3M | -3.4% | -23.7% | +20.3% | -2.2% |
| 6M | -6.0% | +18.4% | -24.4% | -9.2% |
| YTD | +34.2% | +60.8% | -26.6% | +26.2% |
| 1Y | +26.2% | +44.2% | -18.0% | +19.3% |
| 3Y | +41.7% | +668.1% | -626.4% | +9.3% |
| 5Y | +43.1% | -48.8% | +91.9% | +26.2% |
| All | +37.0% | -64.1% | +101.1% | +21.5% |
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