+18.4%
EW vs OUST
-65.4%
+83.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +15.7% | -11.3% | +3.6% |
| 7D | +8.3% | -0.2% | +8.5% | +8.2% |
| 30D | +13.9% | -24.0% | +37.9% | +15.3% |
| 3M | +10.9% | -29.9% | +40.8% | +12.5% |
| 6M | +19.2% | +19.1% | +0.1% | +15.5% |
| YTD | +16.6% | +55.0% | -38.4% | +10.5% |
| 1Y | +18.1% | +21.2% | -3.1% | +13.3% |
| 3Y | +48.2% | +626.0% | -577.8% | +16.8% |
| 5Y | -15.3% | -51.6% | +36.3% | -24.4% |
| All | +18.4% | -65.4% | +83.9% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling