+28.5%
OUST vs EQH
+2.5%
+26.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.6% |
| 7D | +5.2% | +5.5% | -0.3% | +0.5% |
| 30D | -19.3% | +3.2% | -22.5% | -21.7% |
| 3M | -22.6% | +32.5% | -55.2% | -42.9% |
| 6M | +62.8% | +33.7% | +29.0% | +17.3% |
| YTD | +68.3% | +13.4% | +54.9% | +54.5% |
| 1Y | +28.5% | +0.6% | +28.0% | +56.4% |
| All | +28.5% | +2.5% | +26.1% | +56.4% |
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