+29.8%
EQIX vs OUST
-56.2%
+86.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.6% |
| 7D | -0.8% | +5.2% | -6.0% | -1.1% |
| 30D | -1.4% | -19.3% | +17.8% | -0.2% |
| 3M | -4.4% | -22.6% | +18.2% | -4.2% |
| 6M | +7.9% | +62.8% | -54.8% | +1.6% |
| YTD | +37.3% | +68.3% | -31.1% | +28.4% |
| 1Y | +37.8% | +28.5% | +9.2% | +30.1% |
| 3Y | +42.0% | +554.0% | -512.1% | +7.3% |
| All | +29.8% | -56.2% | +86.0% | +25.2% |
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