+333.7%
ETN vs OUST
-61.4%
+395.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +2.5% |
| 7D | +8.0% | +12.7% | -4.7% | +6.8% |
| 30D | -5.9% | -13.6% | +7.7% | -4.7% |
| 3M | +5.0% | -8.3% | +13.3% | +4.7% |
| 6M | +22.4% | +85.0% | -62.5% | +14.5% |
| YTD | +33.6% | +73.2% | -39.6% | +25.0% |
| 1Y | +22.1% | +32.5% | -10.3% | +15.7% |
| 3Y | +85.6% | +643.8% | -558.3% | +48.7% |
| 5Y | +179.2% | -52.1% | +231.4% | +141.1% |
| All | +333.7% | -61.4% | +395.1% | +272.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling