-62.6%
OUST vs EQH
+182.5%
-245.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | +4.0% | +1.1% | +2.9% | +2.9% |
| 30D | -14.0% | -1.1% | -12.9% | -13.4% |
| 3M | -5.9% | +25.0% | -30.9% | -24.1% |
| 6M | +76.4% | +33.9% | +42.5% | +32.5% |
| YTD | +67.5% | +11.6% | +55.9% | +48.3% |
| 1Y | +27.1% | +1.5% | +25.6% | +24.3% |
| 3Y | +619.0% | +96.7% | +522.3% | +315.4% |
| 5Y | -54.9% | +93.9% | -148.8% | -73.3% |
| All | -62.6% | +182.5% | -245.1% | -78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling