+140.6%
EXE vs OUST
-77.6%
+218.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.0% | -14.9% | -1.3% |
| 7D | -6.6% | +17.0% | -23.6% | -7.1% |
| 30D | -4.0% | -16.5% | +12.5% | -3.6% |
| 3M | -7.5% | -23.7% | +16.2% | -6.9% |
| 6M | -11.7% | +18.4% | -30.0% | -13.6% |
| YTD | -22.0% | +60.8% | -82.8% | -25.2% |
| 1Y | -21.8% | +44.2% | -66.0% | -24.8% |
| 3Y | +8.0% | +668.1% | -660.1% | -9.1% |
| 5Y | +62.3% | -48.8% | +111.1% | +57.4% |
| All | +140.6% | -77.6% | +218.2% | +145.4% |
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