+192.0%
ESI vs OUST
-60.2%
+252.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.8% | -5.7% | +3.7% |
| 7D | -3.5% | +36.7% | -40.1% | -7.5% |
| 30D | -9.3% | -3.3% | -5.9% | -9.3% |
| 3M | -12.8% | -11.1% | -1.7% | -12.2% |
| 6M | -24.6% | +53.1% | -77.7% | -30.0% |
| YTD | +32.7% | +78.2% | -45.5% | +20.0% |
| 1Y | +20.3% | +50.0% | -29.7% | +10.5% |
| 3Y | +80.2% | +836.2% | -756.0% | +25.5% |
| 5Y | +40.0% | -50.0% | +89.9% | +15.6% |
| All | +192.0% | -60.2% | +252.3% | +145.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling