-12.4%
EW vs OUST
-49.4%
+37.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +9.3% | +31.9% | -22.6% | +7.4% |
| 30D | +22.1% | -4.2% | +26.3% | +22.0% |
| 3M | +13.0% | -9.3% | +22.3% | +13.0% |
| 6M | +30.1% | +51.7% | -21.6% | +23.8% |
| YTD | +22.0% | +76.6% | -54.6% | +14.1% |
| 1Y | +23.7% | +48.9% | -25.2% | +16.7% |
| 3Y | +62.0% | +675.3% | -613.3% | +22.8% |
| 5Y | -12.4% | -44.0% | +31.6% | -16.7% |
| All | -12.4% | -49.4% | +37.0% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling