+48.8%
OUST vs ESTC
-3.5%
+52.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.0% | -7.5% | -8.2% |
| 7D | -3.8% | +2.4% | -6.2% | -4.3% |
| 30D | +5.1% | -4.2% | +9.3% | +6.8% |
| 3M | -25.8% | +2.5% | -28.3% | -25.9% |
| 6M | -2.0% | +81.5% | -83.5% | -16.8% |
| YTD | +54.7% | +16.8% | +37.9% | +52.9% |
| 1Y | +48.8% | -3.5% | +52.3% | +55.4% |
| All | +48.8% | -3.5% | +52.3% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling