+510.4%
DVN vs OUST
-62.3%
+572.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.2% | +7.1% | +3.1% |
| 7D | +7.8% | +19.9% | -12.1% | +6.7% |
| 30D | -7.9% | +3.6% | -11.5% | -8.4% |
| 3M | +3.7% | -20.6% | +24.4% | +4.4% |
| 6M | +0.2% | +35.1% | -34.9% | -4.5% |
| YTD | +28.6% | +69.1% | -40.5% | +19.3% |
| 1Y | +34.6% | +49.9% | -15.3% | +25.7% |
| 3Y | +11.8% | +642.4% | -630.6% | -15.2% |
| 5Y | +37.6% | -48.3% | +85.9% | +30.6% |
| All | +510.4% | -62.3% | +572.7% | +512.8% |
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