+126.8%
CVX vs OUST
-56.4%
+183.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.0% | +7.1% | -1.7% |
| 7D | -8.0% | -5.0% | -3.0% | -8.0% |
| 30D | +2.6% | -32.0% | +34.6% | +3.2% |
| 3M | +15.2% | -32.4% | +47.6% | +15.9% |
| 6M | +12.5% | +6.7% | +5.8% | +10.7% |
| YTD | +43.6% | +41.0% | +2.6% | +39.4% |
| 1Y | +45.0% | +18.0% | +27.0% | +41.5% |
| 3Y | +63.5% | +560.6% | -497.1% | +44.7% |
| 5Y | +126.8% | -55.1% | +181.9% | +117.2% |
| All | +126.8% | -56.4% | +183.2% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling