+82.5%
EQX vs OUST
-53.5%
+136.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.0% |
| 7D | +1.7% | +4.0% | -2.3% | +1.4% |
| 30D | +11.1% | -14.0% | +25.1% | +12.4% |
| 3M | +23.1% | -5.9% | +29.0% | +21.6% |
| 6M | -21.8% | +76.4% | -98.2% | -27.7% |
| YTD | -8.1% | +67.5% | -75.6% | -14.9% |
| 1Y | +29.7% | +27.1% | +2.6% | +21.4% |
| 3Y | +179.9% | +619.0% | -439.1% | +102.0% |
| 5Y | +82.5% | -54.9% | +137.4% | +56.3% |
| All | +82.5% | -53.5% | +136.0% | +56.3% |
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