+38.5%
EQT vs OUST
+729.1%
-690.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.2% |
| 7D | -3.8% | +31.9% | -35.7% | -5.1% |
| 30D | -1.3% | -4.2% | +2.9% | -1.3% |
| 3M | -3.5% | -9.3% | +5.7% | -3.5% |
| 6M | -6.5% | +51.7% | -58.2% | -10.4% |
| YTD | -1.8% | +76.6% | -78.4% | -7.8% |
| 1Y | -10.7% | +48.9% | -59.6% | -15.3% |
| 3Y | +38.5% | +675.3% | -636.7% | +8.9% |
| All | +38.5% | +729.1% | -690.5% | +8.9% |
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