+106.6%
EXE vs OUST
-56.2%
+162.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.2% |
| 7D | -0.3% | +5.2% | -5.5% | -0.4% |
| 30D | +8.5% | -19.3% | +27.7% | +9.1% |
| 3M | +5.5% | -22.6% | +28.1% | +5.6% |
| 6M | -5.9% | +62.8% | -68.7% | -9.0% |
| YTD | -9.7% | +68.3% | -78.1% | -13.1% |
| 1Y | +3.6% | +28.5% | -25.0% | +0.3% |
| 3Y | +18.0% | +554.0% | -536.0% | +1.3% |
| All | +106.6% | -56.2% | +162.8% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling