-60.6%
OUST vs ESTC
-27.3%
-33.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.7% |
| 7D | +31.9% | -3.6% | +35.4% | +34.6% |
| 30D | -4.2% | -11.2% | +7.0% | +2.0% |
| 3M | -9.3% | +14.3% | -23.6% | -17.2% |
| 6M | +51.7% | +67.0% | -15.3% | +12.1% |
| YTD | +76.6% | +15.7% | +61.0% | +53.9% |
| 1Y | +48.9% | -6.3% | +55.1% | +43.7% |
| 3Y | +675.3% | +14.5% | +660.8% | +494.0% |
| 5Y | -44.0% | -49.9% | +5.8% | -41.3% |
| All | -60.6% | -27.3% | -33.3% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling