+64.5%
ETN vs OUST
+594.6%
-530.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.5% | +6.8% | -0.6% |
| 7D | +3.6% | -3.8% | +7.4% | +4.1% |
| 30D | -13.4% | +5.1% | -18.5% | -14.4% |
| 3M | -21.9% | -25.8% | +3.9% | -19.6% |
| 6M | -12.8% | -2.0% | -10.8% | -14.3% |
| YTD | +12.1% | +54.7% | -42.6% | +3.5% |
| 1Y | +0.8% | +48.8% | -48.0% | -6.7% |
| 3Y | +64.5% | +607.8% | -543.3% | +27.8% |
| All | +64.5% | +594.6% | -530.1% | +27.8% |
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