+263.6%
CVX vs OUST
-62.4%
+326.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.3% |
| 7D | +3.3% | +5.2% | -1.9% | +3.2% |
| 30D | +12.9% | -19.3% | +32.1% | +13.3% |
| 3M | +11.7% | -22.6% | +34.4% | +11.7% |
| 6M | +14.1% | +62.8% | -48.6% | +11.0% |
| YTD | +40.7% | +68.3% | -27.7% | +36.4% |
| 1Y | +37.5% | +28.5% | +9.0% | +33.9% |
| 3Y | +43.9% | +554.0% | -510.1% | +28.0% |
| 5Y | +161.5% | -56.2% | +217.7% | +147.6% |
| All | +263.6% | -62.4% | +326.1% | +234.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling