+43.7%
EWT vs OUST
+32.6%
+11.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +14.0% | -10.1% | +1.3% |
| 7D | -11.7% | +17.0% | -28.7% | -14.4% |
| 30D | -23.2% | -16.5% | -6.7% | -21.2% |
| 3M | -12.5% | -23.7% | +11.2% | -9.4% |
| 6M | -5.9% | +18.4% | -24.3% | -11.2% |
| YTD | +40.5% | +60.8% | -20.3% | +24.5% |
| 1Y | +43.7% | +44.2% | -0.5% | +28.8% |
| All | +43.7% | +32.6% | +11.2% | +28.8% |
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