+668.1%
OUST vs ES
+46.3%
+621.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.9% | +16.9% | +14.1% |
| 7D | +17.0% | +1.9% | +15.1% | +16.8% |
| 30D | -16.5% | +7.1% | -23.5% | -16.9% |
| 3M | -23.7% | -1.9% | -21.7% | -23.5% |
| 6M | +18.4% | +4.4% | +14.0% | +16.6% |
| YTD | +60.8% | +7.3% | +53.5% | +56.8% |
| 1Y | +44.2% | +2.1% | +42.1% | +41.5% |
| 3Y | +668.1% | +41.8% | +626.3% | +460.0% |
| All | +668.1% | +46.3% | +621.8% | +460.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling