+22.2%
ESI vs OUST
+46.4%
-24.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.1% |
| 7D | +8.3% | +19.9% | -11.6% | +3.5% |
| 30D | -10.4% | +3.6% | -14.0% | -11.9% |
| 3M | -13.2% | -20.6% | +7.5% | -9.8% |
| 6M | -23.9% | +35.1% | -58.9% | -31.9% |
| YTD | +34.2% | +69.1% | -34.9% | +8.1% |
| 1Y | +22.2% | +49.9% | -27.7% | +1.9% |
| All | +22.2% | +46.4% | -24.2% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling