-39.8%
ETSY vs OUST
-60.6%
+20.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -8.2% | +14.0% | -22.2% | -10.1% |
| 30D | +14.8% | +2.5% | +12.3% | +13.5% |
| 3M | +11.2% | -15.3% | +26.5% | +11.9% |
| 6M | +47.6% | +42.6% | +5.0% | +30.0% |
| YTD | +59.4% | +76.6% | -17.3% | +33.0% |
| 1Y | +38.6% | +54.1% | -15.4% | +17.7% |
| 3Y | +39.7% | +675.3% | -635.5% | -27.1% |
| 5Y | -65.1% | -45.1% | -20.0% | -70.8% |
| All | -39.8% | -60.6% | +20.8% | -48.5% |
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 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