+286.4%
EQT vs OUST
-60.6%
+347.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.3% | +14.0% | -13.6% | -0.6% |
| 30D | -0.7% | +2.5% | -3.2% | -1.2% |
| 3M | -2.8% | -15.3% | +12.5% | -2.4% |
| 6M | -6.1% | +42.6% | -48.7% | -10.9% |
| YTD | -0.5% | +76.6% | -77.1% | -8.2% |
| 1Y | -12.1% | +54.1% | -66.2% | -18.2% |
| 3Y | +40.4% | +675.3% | -634.9% | +5.8% |
| 5Y | +167.8% | -45.1% | +212.8% | +146.7% |
| All | +286.4% | -60.6% | +347.0% | +290.0% |
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