+643.8%
OUST vs EQH
+100.4%
+543.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +4.6% |
| 7D | +12.7% | +5.4% | +7.3% | +6.8% |
| 30D | -13.6% | +1.0% | -14.6% | -14.8% |
| 3M | -8.3% | +26.7% | -35.0% | -30.0% |
| 6M | +85.0% | +34.4% | +50.6% | +30.5% |
| YTD | +73.2% | +11.5% | +61.8% | +50.5% |
| 1Y | +32.5% | +0.4% | +32.1% | +31.3% |
| 3Y | +643.8% | +96.5% | +547.3% | +176.5% |
| All | +643.8% | +100.4% | +543.5% | +176.5% |
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