-65.4%
OUST vs ESTC
-25.3%
-40.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -0.9% | +16.6% | +16.2% |
| 7D | -0.2% | -15.9% | +15.6% | +8.4% |
| 30D | -24.0% | -5.5% | -18.5% | -21.7% |
| 3M | -29.9% | +26.2% | -56.1% | -39.5% |
| 6M | +19.1% | +77.0% | -57.9% | -15.4% |
| YTD | +55.0% | +18.9% | +36.1% | +32.8% |
| 1Y | +21.2% | +1.3% | +19.9% | +12.1% |
| 3Y | +626.0% | +24.0% | +602.0% | +431.6% |
| 5Y | -51.6% | -47.7% | -3.9% | -50.2% |
| All | -65.4% | -25.3% | -40.1% | -68.4% |
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 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