+26.3%
ESI vs OUST
-56.4%
+82.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.0% | +1.0% | -6.8% |
| 7D | -13.1% | -5.0% | -8.1% | -12.7% |
| 30D | -18.5% | -32.0% | +13.5% | -14.4% |
| 3M | -19.6% | -32.4% | +12.8% | -15.8% |
| 6M | -29.8% | +6.7% | -36.5% | -32.1% |
| YTD | +23.9% | +41.0% | -17.2% | +14.7% |
| 1Y | +15.0% | +18.0% | -3.0% | +8.4% |
| 3Y | +64.3% | +560.6% | -496.3% | +14.2% |
| 5Y | +26.3% | -55.1% | +81.5% | +11.3% |
| All | +26.3% | -56.4% | +82.7% | +11.3% |
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