+150.3%
ETR vs OUST
-62.4%
+212.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.5% |
| 7D | +1.4% | +5.2% | -3.8% | +1.4% |
| 30D | +1.0% | -19.3% | +20.2% | +1.1% |
| 3M | -1.3% | -22.6% | +21.4% | -1.2% |
| 6M | +1.9% | +62.8% | -60.9% | +1.0% |
| YTD | +18.2% | +68.3% | -50.2% | +17.0% |
| 1Y | +24.7% | +28.5% | -3.9% | +23.7% |
| 3Y | +150.7% | +554.0% | -403.4% | +144.3% |
| 5Y | +127.0% | -56.2% | +183.2% | +113.7% |
| All | +150.3% | -62.4% | +212.8% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling