-65.4%
OUST vs ES
-4.2%
-61.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +2.1% | +13.7% | +15.5% |
| 7D | -0.2% | +5.3% | -5.5% | -0.8% |
| 30D | -24.0% | +8.9% | -32.9% | -24.8% |
| 3M | -29.9% | -1.9% | -28.0% | -29.7% |
| 6M | +19.1% | +3.9% | +15.3% | +17.6% |
| YTD | +55.0% | +8.3% | +46.7% | +51.4% |
| 1Y | +21.2% | -0.1% | +21.3% | +19.9% |
| 3Y | +626.0% | +46.0% | +580.0% | +545.8% |
| 5Y | -51.6% | +3.1% | -54.7% | -55.3% |
| All | -65.4% | -4.2% | -61.2% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling