+49.3%
EQIX vs OUST
+692.9%
-643.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.3% | +14.0% | -12.6% | +0.7% |
| 30D | +3.4% | +2.5% | +0.9% | +3.0% |
| 3M | +3.9% | -15.3% | +19.3% | +4.1% |
| 6M | -0.7% | +42.6% | -43.3% | -3.6% |
| YTD | +41.5% | +76.6% | -35.1% | +35.7% |
| 1Y | +32.9% | +54.1% | -21.2% | +27.8% |
| All | +49.3% | +692.9% | -643.7% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling