-18.9%
EXE vs OUST
+11.1%
-29.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +15.7% | -18.6% | -2.4% |
| 7D | -4.7% | -0.2% | -4.4% | -4.6% |
| 30D | +1.0% | -24.0% | +25.0% | +0.4% |
| 3M | -5.6% | -29.9% | +24.3% | -6.2% |
| 6M | -12.3% | +19.1% | -31.5% | -9.7% |
| YTD | -19.5% | +55.0% | -74.5% | -16.8% |
| 1Y | -18.9% | +21.2% | -40.0% | -13.6% |
| All | -18.9% | +11.1% | -29.9% | -13.6% |
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 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