-38.7%
ETSY vs OUST
-64.1%
+25.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.0% | -15.8% | -3.7% |
| 7D | +1.1% | +17.0% | -15.9% | -1.4% |
| 30D | +25.8% | -16.5% | +42.3% | +28.0% |
| 3M | +9.3% | -23.7% | +33.0% | +11.7% |
| 6M | +38.4% | +18.4% | +20.0% | +25.1% |
| YTD | +62.2% | +60.8% | +1.4% | +37.3% |
| 1Y | +58.3% | +44.2% | +14.1% | +35.7% |
| 3Y | +42.6% | +668.1% | -625.5% | -26.2% |
| 5Y | -65.4% | -48.8% | -16.6% | -70.8% |
| All | -38.7% | -64.1% | +25.4% | -46.8% |
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 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