+68.1%
ESI vs OUST
+626.4%
-558.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +14.0% | -12.1% | -0.1% |
| 7D | -8.5% | +17.0% | -25.5% | -10.9% |
| 30D | -15.7% | -16.5% | +0.8% | -13.9% |
| 3M | -18.2% | -23.7% | +5.4% | -15.8% |
| 6M | -28.8% | +18.4% | -47.2% | -32.1% |
| YTD | +26.3% | +60.8% | -34.5% | +15.0% |
| 1Y | +18.2% | +44.2% | -26.0% | +8.7% |
| 3Y | +68.1% | +668.1% | -600.0% | +20.5% |
| All | +68.1% | +626.4% | -558.3% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling