+21.2%
OUST vs EQH
+18.6%
+2.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +1.6% | +14.1% | +14.6% |
| 7D | -0.2% | +2.8% | -3.0% | -1.9% |
| 30D | -24.0% | +3.9% | -27.9% | -25.9% |
| 3M | -29.9% | +16.3% | -46.2% | -37.4% |
| 6M | +19.1% | +37.1% | -18.0% | -8.5% |
| YTD | +55.0% | +20.2% | +34.8% | +37.3% |
| 1Y | +21.2% | +17.9% | +3.2% | +9.9% |
| All | +21.2% | +18.6% | +2.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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