+172.5%
ESI vs OUST
-68.5%
+241.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.0% | +1.0% | -6.9% |
| 7D | -13.1% | -5.0% | -8.1% | -12.7% |
| 30D | -18.5% | -32.0% | +13.5% | -14.8% |
| 3M | -19.6% | -32.4% | +12.8% | -16.1% |
| 6M | -29.8% | +6.7% | -36.5% | -31.8% |
| YTD | +23.9% | +41.0% | -17.2% | +15.6% |
| 1Y | +15.0% | +18.0% | -3.0% | +9.0% |
| 3Y | +64.3% | +560.6% | -496.3% | +19.4% |
| 5Y | +26.3% | -55.1% | +81.5% | +7.1% |
| All | +172.5% | -68.5% | +241.1% | +136.5% |
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 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