+35.4%
EQT vs OUST
+645.3%
-610.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.2% |
| 7D | -0.8% | +12.7% | -13.6% | -1.4% |
| 30D | +6.6% | -13.6% | +20.3% | +7.2% |
| 3M | +4.4% | -8.3% | +12.7% | +3.7% |
| 6M | -10.5% | +85.0% | -95.5% | -15.6% |
| YTD | +3.7% | +73.2% | -69.5% | -2.3% |
| 1Y | +9.9% | +32.5% | -22.6% | +4.4% |
| 3Y | +35.4% | +643.8% | -608.5% | +3.8% |
| All | +35.4% | +645.3% | -610.0% | +3.8% |
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