+68.3%
CVX vs OUST
+794.9%
-726.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.8% | -11.7% | -0.9% |
| 7D | -7.5% | +36.7% | -44.1% | -7.6% |
| 30D | -0.6% | -3.3% | +2.8% | -0.5% |
| 3M | +14.0% | -11.1% | +25.1% | +14.1% |
| 6M | +18.1% | +53.1% | -34.9% | +15.7% |
| YTD | +42.2% | +78.2% | -36.1% | +38.0% |
| 1Y | +41.3% | +50.0% | -8.7% | +37.9% |
| 3Y | +68.3% | +836.2% | -767.8% | +45.5% |
| All | +68.3% | +794.9% | -726.5% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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