+13.2%
DVN vs OUST
+594.6%
-581.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.5% | +9.3% | +1.0% |
| 7D | +10.4% | -3.8% | +14.1% | +10.4% |
| 30D | -6.7% | +5.1% | -11.7% | -7.0% |
| 3M | +5.6% | -25.8% | +31.4% | +6.3% |
| 6M | +0.7% | -2.0% | +2.7% | -1.1% |
| YTD | +29.6% | +54.7% | -25.1% | +23.0% |
| 1Y | +36.3% | +48.8% | -12.5% | +29.5% |
| 3Y | +13.2% | +607.8% | -594.7% | -9.7% |
| All | +13.2% | +594.6% | -581.5% | -9.7% |
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