+44.2%
EOG vs OUST
+11.1%
+33.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +15.7% | -21.0% | -4.3% |
| 7D | -8.6% | -0.2% | -8.4% | -8.4% |
| 30D | +2.8% | -24.0% | +26.7% | +1.8% |
| 3M | +3.2% | -29.9% | +33.0% | +2.2% |
| 6M | +5.3% | +19.1% | -13.8% | +6.2% |
| YTD | +44.5% | +55.0% | -10.5% | +46.8% |
| 1Y | +44.2% | +21.2% | +23.0% | +47.9% |
| All | +44.2% | +11.1% | +33.1% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling