+18.0%
OUST vs ES
+1.7%
+16.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +2.1% | -11.1% | -8.4% |
| 7D | -5.0% | +5.9% | -11.0% | -3.4% |
| 30D | -32.0% | +10.2% | -42.2% | -29.9% |
| 3M | -32.4% | +0.4% | -32.8% | -31.6% |
| 6M | +6.7% | +6.9% | -0.2% | +6.7% |
| YTD | +41.0% | +10.5% | +30.5% | +37.9% |
| 1Y | +18.0% | +3.2% | +14.8% | +18.1% |
| All | +18.0% | +1.7% | +16.3% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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