+23.9%
EW vs OUST
+32.6%
-8.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +14.0% | -12.7% | +0.9% |
| 7D | +11.0% | +17.0% | -6.0% | +10.3% |
| 30D | +19.1% | -16.5% | +35.6% | +19.4% |
| 3M | +14.4% | -23.7% | +38.0% | +14.9% |
| 6M | +22.8% | +18.4% | +4.4% | +18.0% |
| YTD | +19.8% | +60.8% | -41.0% | +12.2% |
| 1Y | +23.9% | +44.2% | -20.3% | +16.8% |
| All | +23.9% | +32.6% | -8.7% | +16.8% |
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