-15.0%
EW vs OUST
-56.4%
+41.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.0% | +10.5% | +2.0% |
| 7D | +6.8% | -5.0% | +11.8% | +7.0% |
| 30D | +16.6% | -32.0% | +48.6% | +18.8% |
| 3M | +13.3% | -32.4% | +45.7% | +15.2% |
| 6M | +21.6% | +6.7% | +14.9% | +18.1% |
| YTD | +18.3% | +41.0% | -22.8% | +12.1% |
| 1Y | +21.7% | +18.0% | +3.7% | +16.4% |
| 3Y | +50.3% | +560.6% | -510.3% | +14.6% |
| 5Y | -15.0% | -55.1% | +40.1% | -18.1% |
| All | -15.0% | -56.4% | +41.4% | -18.1% |
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