+40.8%
EQX vs OUST
-49.4%
+90.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.9% | -6.2% | -7.0% |
| 7D | +12.3% | +31.9% | -19.6% | +9.2% |
| 30D | -1.7% | -4.2% | +2.5% | -1.6% |
| 3M | -2.9% | -9.3% | +6.4% | -2.7% |
| 6M | -21.2% | +51.7% | -72.8% | -26.0% |
| YTD | -19.7% | +76.6% | -96.3% | -26.2% |
| 1Y | -7.6% | +48.9% | -56.5% | -14.2% |
| 3Y | +147.3% | +675.3% | -528.0% | +77.6% |
| 5Y | +40.8% | -44.0% | +84.8% | +22.5% |
| All | +40.8% | -49.4% | +90.2% | +22.5% |
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