+175.3%
EQX vs OUST
+645.3%
-470.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.5% |
| 7D | +3.8% | +12.7% | -8.9% | +2.9% |
| 30D | +9.4% | -13.6% | +23.0% | +10.4% |
| 3M | +16.8% | -8.3% | +25.1% | +15.9% |
| 6M | -23.7% | +85.0% | -108.6% | -28.1% |
| YTD | -9.6% | +73.2% | -82.8% | -14.7% |
| 1Y | +29.1% | +32.5% | -3.4% | +22.4% |
| 3Y | +175.3% | +643.8% | -468.5% | +106.2% |
| All | +175.3% | +645.3% | -470.0% | +106.2% |
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