+177.8%
ESI vs OUST
-64.1%
+241.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +14.0% | -12.1% | +0.1% |
| 7D | -8.5% | +17.0% | -25.5% | -10.6% |
| 30D | -15.7% | -16.5% | +0.8% | -14.1% |
| 3M | -18.2% | -23.7% | +5.4% | -16.1% |
| 6M | -28.8% | +18.4% | -47.2% | -31.9% |
| YTD | +26.3% | +60.8% | -34.5% | +15.7% |
| 1Y | +18.2% | +44.2% | -26.0% | +9.4% |
| 3Y | +68.1% | +668.1% | -600.0% | +19.8% |
| 5Y | +28.8% | -48.8% | +77.6% | +7.2% |
| All | +177.8% | -64.1% | +241.9% | +136.8% |
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