-44.1%
ETHA vs OUST
+139.1%
-183.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.5% | +5.2% | -1.2% |
| 7D | -12.5% | -3.8% | -8.8% | -12.0% |
| 30D | -19.8% | +5.1% | -24.9% | -21.7% |
| 3M | +3.1% | -25.8% | +28.9% | +8.3% |
| 6M | -13.8% | -2.0% | -11.8% | -22.4% |
| YTD | -34.6% | +54.7% | -89.3% | -50.9% |
| 1Y | -38.7% | +48.8% | -87.5% | -53.5% |
| All | -44.1% | +139.1% | -183.2% | -69.6% |
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