+459.9%
DVN vs OUST
-60.2%
+520.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.4% | -0.1% |
| 7D | -12.8% | +36.7% | -49.5% | -14.5% |
| 30D | -12.1% | -3.3% | -8.8% | -12.3% |
| 3M | -0.7% | -11.1% | +10.4% | -0.7% |
| 6M | -5.8% | +53.1% | -58.8% | -10.9% |
| YTD | +17.9% | +78.2% | -60.3% | +9.2% |
| 1Y | +29.0% | +50.0% | -21.0% | +20.7% |
| 3Y | +6.0% | +836.2% | -830.2% | -21.2% |
| 5Y | +22.1% | -50.0% | +72.1% | +16.9% |
| All | +459.9% | -60.2% | +520.1% | +460.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling