+21.7%
EW vs OUST
-64.1%
+85.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +14.0% | -12.7% | +0.6% |
| 7D | +11.0% | +17.0% | -6.0% | +10.0% |
| 30D | +19.1% | -16.5% | +35.6% | +19.9% |
| 3M | +14.4% | -23.7% | +38.0% | +15.4% |
| 6M | +22.8% | +18.4% | +4.4% | +18.9% |
| YTD | +19.8% | +60.8% | -41.0% | +13.3% |
| 1Y | +23.9% | +44.2% | -20.3% | +17.7% |
| 3Y | +52.2% | +668.1% | -615.9% | +19.5% |
| 5Y | -13.9% | -48.8% | +34.9% | -23.4% |
| All | +21.7% | -64.1% | +85.9% | +9.3% |
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