-41.0%
ETSY vs OUST
-60.6%
+19.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -3.7% | +31.9% | -35.6% | -7.7% |
| 30D | +12.8% | -4.2% | +17.0% | +12.5% |
| 3M | +7.6% | -9.3% | +16.9% | +7.1% |
| 6M | +34.4% | +51.7% | -17.3% | +17.1% |
| YTD | +56.0% | +76.6% | -20.6% | +30.2% |
| 1Y | +43.6% | +48.9% | -5.3% | +22.6% |
| 3Y | +36.8% | +675.3% | -638.5% | -28.7% |
| 5Y | -65.2% | -44.0% | -21.2% | -71.0% |
| All | -41.0% | -60.6% | +19.6% | -49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling