+530.5%
DVN vs OUST
-62.4%
+592.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | +1.5% | +5.2% | -3.7% | +1.2% |
| 30D | +14.2% | -19.3% | +33.4% | +15.4% |
| 3M | +5.2% | -22.6% | +27.9% | +5.3% |
| 6M | +11.9% | +62.8% | -50.9% | +5.2% |
| YTD | +32.8% | +68.3% | -35.5% | +24.0% |
| 1Y | +38.6% | +28.5% | +10.0% | +30.6% |
| 3Y | +0.5% | +554.0% | -553.5% | -22.9% |
| 5Y | +111.0% | -56.2% | +167.2% | +105.1% |
| All | +530.5% | -62.4% | +592.9% | +536.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling