+52.8%
EQIX vs OUST
-48.5%
+101.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.7% | +0.7% |
| 7D | +7.6% | +19.9% | -12.4% | +6.1% |
| 30D | +5.2% | +3.6% | +1.6% | +4.7% |
| 3M | +0.8% | -20.6% | +21.5% | +1.8% |
| 6M | +0.2% | +35.1% | -34.8% | -4.3% |
| YTD | +42.2% | +69.1% | -27.0% | +32.4% |
| 1Y | +34.7% | +49.9% | -15.2% | +26.3% |
| 3Y | +49.0% | +642.4% | -593.4% | +11.3% |
| 5Y | +52.8% | -48.3% | +101.1% | +61.3% |
| All | +52.8% | -48.5% | +101.3% | +61.3% |
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