+259.8%
EWT vs OUST
-62.4%
+322.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.7% |
| 7D | +4.0% | +5.2% | -1.3% | +3.5% |
| 30D | +10.3% | -19.3% | +29.6% | +12.2% |
| 3M | +6.1% | -22.6% | +28.7% | +7.1% |
| 6M | +56.6% | +62.8% | -6.1% | +48.1% |
| YTD | +76.6% | +68.3% | +8.2% | +65.9% |
| 1Y | +97.9% | +28.5% | +69.3% | +87.7% |
| 3Y | +198.0% | +554.0% | -356.1% | +137.1% |
| 5Y | +151.8% | -56.2% | +208.0% | +125.1% |
| All | +259.8% | -62.4% | +322.3% | +224.6% |
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