+52.2%
EW vs OUST
+626.4%
-574.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +14.0% | -12.7% | +0.9% |
| 7D | +11.0% | +17.0% | -6.0% | +10.4% |
| 30D | +19.1% | -16.5% | +35.6% | +19.5% |
| 3M | +14.4% | -23.7% | +38.0% | +14.9% |
| 6M | +22.8% | +18.4% | +4.4% | +20.4% |
| YTD | +19.8% | +60.8% | -41.0% | +16.1% |
| 1Y | +23.9% | +44.2% | -20.3% | +20.3% |
| 3Y | +52.2% | +668.1% | -615.9% | +32.2% |
| All | +52.2% | +626.4% | -574.2% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling