+46.8%
ETSY vs OUST
+42.6%
+4.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.8% | -12.5% | -1.9% |
| 7D | -4.3% | +36.7% | -41.0% | -5.1% |
| 30D | +15.3% | -3.3% | +18.6% | +15.1% |
| 3M | +3.4% | -11.1% | +14.5% | +3.3% |
| 6M | +37.4% | +53.1% | -15.7% | +24.3% |
| YTD | +59.5% | +78.2% | -18.7% | +39.1% |
| All | +46.8% | +42.6% | +4.2% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling