+1.3%
DVN vs OUST
+611.5%
-610.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | +1.5% | +5.2% | -3.7% | +1.3% |
| 30D | +14.2% | -19.3% | +33.4% | +15.0% |
| 3M | +5.2% | -22.6% | +27.9% | +5.3% |
| 6M | +11.9% | +62.8% | -50.9% | +6.6% |
| YTD | +32.8% | +68.3% | -35.5% | +25.8% |
| 1Y | +38.6% | +28.5% | +10.0% | +32.3% |
| All | +1.3% | +611.5% | -610.2% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling