-62.4%
OUST vs ESTC
-23.5%
-38.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.9% |
| YTD | +68.3% | +21.7% | +46.6% | +42.6% |
| 1Y | +28.5% | +8.4% | +20.2% | +13.7% |
| 3Y | +554.0% | +23.6% | +530.4% | +374.9% |
| 5Y | -56.2% | -46.5% | -9.8% | -55.6% |
| All | -62.4% | -23.5% | -38.9% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling