+42.1%
CVX vs OUST
+554.0%
-512.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.3% |
| 7D | +3.3% | +5.2% | -1.9% | +3.3% |
| 30D | +12.9% | -19.3% | +32.1% | +13.2% |
| 3M | +11.7% | -22.6% | +34.4% | +11.7% |
| 6M | +14.1% | +62.8% | -48.6% | +10.9% |
| YTD | +40.7% | +68.3% | -27.7% | +36.2% |
| 1Y | +37.5% | +28.5% | +9.0% | +33.8% |
| All | +42.1% | +554.0% | -512.0% | +19.5% |
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