+171.2%
ETN vs OUST
-56.2%
+227.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.3% |
| 7D | +2.0% | +5.2% | -3.2% | +1.5% |
| 30D | -7.9% | -19.3% | +11.3% | -6.0% |
| 3M | -1.6% | -22.6% | +21.0% | -0.4% |
| 6M | +16.9% | +62.8% | -45.9% | +9.6% |
| YTD | +30.1% | +68.3% | -38.3% | +21.0% |
| 1Y | +19.3% | +28.5% | -9.2% | +12.5% |
| 3Y | +82.5% | +554.0% | -471.5% | +42.3% |
| All | +171.2% | -56.2% | +227.4% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling