+149.7%
EXE vs OUST
-76.4%
+226.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.8% |
| 7D | +2.9% | +19.9% | -17.0% | +2.2% |
| 30D | -4.9% | +3.6% | -8.5% | -5.2% |
| 3M | -8.3% | -20.6% | +12.4% | -7.8% |
| 6M | -7.8% | +35.1% | -42.9% | -10.3% |
| YTD | -19.0% | +69.1% | -88.2% | -22.5% |
| 1Y | -24.8% | +49.9% | -74.8% | -27.8% |
| 3Y | +20.8% | +642.4% | -621.6% | +2.0% |
| 5Y | +76.2% | -48.3% | +124.5% | +71.1% |
| All | +149.7% | -76.4% | +226.1% | +154.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling