+457.3%
DVN vs OUST
-64.1%
+521.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.0% | -15.6% | -2.3% |
| 7D | -19.1% | +17.0% | -36.1% | -19.9% |
| 30D | -11.8% | -16.5% | +4.7% | -11.3% |
| 3M | -1.5% | -23.7% | +22.2% | -0.6% |
| 6M | -8.2% | +18.4% | -26.6% | -11.8% |
| YTD | +17.4% | +60.8% | -43.4% | +9.3% |
| 1Y | +33.5% | +44.2% | -10.7% | +24.9% |
| 3Y | -0.3% | +668.1% | -668.4% | -24.9% |
| 5Y | +22.7% | -48.8% | +71.5% | +16.2% |
| All | +457.3% | -64.1% | +521.5% | +461.2% |
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 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