+189.2%
EQT vs OUST
-52.5%
+241.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.3% |
| 7D | -0.8% | +12.7% | -13.6% | -1.5% |
| 30D | +6.6% | -13.6% | +20.3% | +7.4% |
| 3M | +4.4% | -8.3% | +12.7% | +3.5% |
| 6M | -10.5% | +85.0% | -95.5% | -16.2% |
| YTD | +3.7% | +73.2% | -69.5% | -3.0% |
| 1Y | +9.9% | +32.5% | -22.6% | +3.7% |
| 3Y | +35.4% | +643.8% | -608.5% | +5.0% |
| 5Y | +189.2% | -52.1% | +241.3% | +202.8% |
| All | +189.2% | -52.5% | +241.7% | +202.8% |
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 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