-42.3%
ETHA vs OUST
+34.0%
-76.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.5% |
| 7D | +2.7% | +12.7% | -10.0% | +0.1% |
| 30D | +29.4% | -13.6% | +43.0% | +32.3% |
| 3M | +47.2% | -8.3% | +55.5% | +38.8% |
| 6M | +25.4% | +85.0% | -59.6% | -12.8% |
| YTD | -16.5% | +73.2% | -89.8% | -41.2% |
| 1Y | -42.3% | +32.5% | -74.8% | -56.1% |
| All | -42.3% | +34.0% | -76.3% | -56.1% |
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