+264.0%
ETN vs OUST
-60.6%
+324.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -9.6% | +31.9% | -41.5% | -12.2% |
| 30D | -17.6% | -4.2% | -13.3% | -17.6% |
| 3M | -20.4% | -9.3% | -11.1% | -20.1% |
| 6M | -11.6% | +51.7% | -63.2% | -16.1% |
| YTD | +12.1% | +76.6% | -64.5% | +4.2% |
| 1Y | -5.9% | +48.9% | -54.8% | -11.5% |
| 3Y | +65.1% | +675.3% | -610.1% | +31.6% |
| 5Y | +121.7% | -44.0% | +165.8% | +89.8% |
| All | +264.0% | -60.6% | +324.6% | +210.0% |
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