+303.3%
EQT vs OUST
-62.4%
+365.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | +1.1% | +5.2% | -4.1% | +0.7% |
| 30D | +7.7% | -19.3% | +27.0% | +9.0% |
| 3M | +0.2% | -22.6% | +22.8% | +0.4% |
| 6M | -9.5% | +62.8% | -72.3% | -15.0% |
| YTD | +3.8% | +68.3% | -64.5% | -3.4% |
| 1Y | +7.8% | +28.5% | -20.8% | +1.3% |
| 3Y | +30.1% | +554.0% | -523.9% | -0.5% |
| 5Y | +188.6% | -56.2% | +244.8% | +173.0% |
| All | +303.3% | -62.4% | +365.8% | +310.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling