+112.6%
ETN vs OUST
-49.1%
+161.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +14.0% | -9.5% | +3.0% |
| 7D | -7.6% | +17.0% | -24.6% | -9.5% |
| 30D | -20.8% | -16.5% | -4.3% | -19.6% |
| 3M | -23.6% | -23.7% | +0.1% | -21.9% |
| 6M | -18.5% | +18.4% | -36.9% | -21.4% |
| YTD | +8.2% | +60.8% | -52.6% | +0.6% |
| 1Y | -8.7% | +44.2% | -52.9% | -14.4% |
| 3Y | +63.3% | +668.1% | -604.8% | +25.7% |
| All | +112.6% | -49.1% | +161.6% | +87.6% |
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