+219.0%
ESI vs OUST
-62.4%
+281.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.3% | +2.7% |
| 7D | +3.3% | +5.2% | -1.9% | +2.7% |
| 30D | -5.9% | -19.3% | +13.4% | -3.5% |
| 3M | -14.1% | -22.6% | +8.5% | -12.7% |
| 6M | +6.6% | +62.8% | -56.2% | -1.5% |
| YTD | +45.0% | +68.3% | -23.3% | +32.9% |
| 1Y | +41.5% | +28.5% | +12.9% | +31.9% |
| 3Y | +78.8% | +554.0% | -475.3% | +29.7% |
| 5Y | +70.9% | -56.2% | +127.1% | +43.3% |
| All | +219.0% | -62.4% | +281.5% | +171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling