+22.1%
ETN vs OUST
+34.0%
-11.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +2.3% |
| 7D | +8.0% | +12.7% | -4.7% | +5.9% |
| 30D | -5.9% | -13.6% | +7.7% | -3.7% |
| 3M | +5.0% | -8.3% | +13.3% | +4.4% |
| 6M | +22.4% | +85.0% | -62.5% | +9.9% |
| YTD | +33.6% | +73.2% | -39.6% | +19.3% |
| 1Y | +22.1% | +32.5% | -10.3% | +12.3% |
| All | +22.1% | +34.0% | -11.9% | +12.3% |
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