+24.5%
EW vs OUST
+42.6%
-18.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.8% | -8.3% | +2.1% |
| 7D | +12.3% | +36.7% | -24.4% | +11.1% |
| 30D | +22.9% | -3.3% | +26.2% | +22.6% |
| 3M | +16.7% | -11.1% | +27.8% | +16.6% |
| 6M | +31.0% | +53.1% | -22.1% | +24.2% |
| YTD | +22.8% | +78.2% | -55.4% | +14.7% |
| All | +24.5% | +42.6% | -18.1% | +17.5% |
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 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