-68.5%
OUST vs ES
-2.2%
-66.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +2.1% | -11.1% | -9.2% |
| 7D | -5.0% | +5.9% | -11.0% | -5.6% |
| 30D | -32.0% | +10.2% | -42.2% | -32.8% |
| 3M | -32.4% | +0.4% | -32.8% | -32.4% |
| 6M | +6.7% | +6.9% | -0.2% | +5.0% |
| YTD | +41.0% | +10.5% | +30.5% | +37.4% |
| 1Y | +18.0% | +3.2% | +14.8% | +16.2% |
| 3Y | +560.6% | +49.0% | +511.6% | +486.3% |
| 5Y | -55.1% | +4.5% | -59.6% | -58.7% |
| All | -68.5% | -2.2% | -66.3% | -69.6% |
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