-62.3%
OUST vs EQH
+201.7%
-263.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.9% |
| 7D | +19.9% | +5.1% | +14.8% | +15.1% |
| 30D | +3.6% | +4.7% | -1.1% | -0.1% |
| 3M | -20.6% | +7.2% | -27.9% | -25.1% |
| 6M | +35.1% | +38.9% | -3.8% | -0.5% |
| YTD | +69.1% | +19.2% | +50.0% | +41.9% |
| 1Y | +49.9% | +25.5% | +24.4% | +20.5% |
| 3Y | +642.4% | +125.2% | +517.2% | +283.3% |
| 5Y | -48.3% | +81.6% | -129.9% | -69.5% |
| All | -62.3% | +201.7% | -263.9% | -79.7% |
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