+668.1%
OUST vs ESTC
+18.0%
+650.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.2% | +11.8% | +13.2% |
| 7D | +17.0% | -11.5% | +28.5% | +22.6% |
| 30D | -16.5% | -7.5% | -9.0% | -13.6% |
| 3M | -23.7% | +23.1% | -46.7% | -30.9% |
| 6M | +18.4% | +75.3% | -56.9% | -8.8% |
| YTD | +60.8% | +14.1% | +46.7% | +47.3% |
| 1Y | +44.2% | -0.6% | +44.8% | +39.6% |
| 3Y | +668.1% | +20.8% | +647.3% | +528.5% |
| All | +668.1% | +18.0% | +650.1% | +528.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling