-53.8%
OUST vs ESTC
-46.4%
-7.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +3.8% |
| 7D | +5.2% | -8.1% | +13.3% | +9.2% |
| 30D | -19.3% | +31.7% | -50.9% | -31.8% |
| 3M | -22.6% | +41.1% | -63.7% | -36.9% |
| 6M | +62.8% | +77.1% | -14.3% | +14.8% |
| YTD | +68.3% | +21.7% | +46.6% | +42.8% |
| 1Y | +28.5% | +8.4% | +20.2% | +13.8% |
| 3Y | +554.0% | +23.6% | +530.4% | +370.8% |
| All | -53.8% | -46.4% | -7.4% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling