+607.8%
OUST vs EQH
+129.3%
+478.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.8% | -9.4% | -9.3% |
| 7D | -3.8% | +6.5% | -10.3% | -9.2% |
| 30D | +5.1% | +6.1% | -1.0% | -0.4% |
| 3M | -25.8% | +6.2% | -32.1% | -29.9% |
| 6M | -2.0% | +38.1% | -40.1% | -30.7% |
| YTD | +54.7% | +20.2% | +34.5% | +26.2% |
| 1Y | +48.8% | +27.6% | +21.2% | +14.1% |
| 3Y | +607.8% | +128.8% | +479.0% | +109.1% |
| All | +607.8% | +129.3% | +478.5% | +109.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling