+443.1%
EOG vs OUST
-60.6%
+503.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +4.6% | +14.0% | -9.4% | +4.2% |
| 30D | +2.9% | +2.5% | +0.3% | +2.7% |
| 3M | +8.0% | -15.3% | +23.3% | +8.2% |
| 6M | +17.0% | +42.6% | -25.6% | +13.9% |
| YTD | +51.1% | +76.6% | -25.5% | +45.1% |
| 1Y | +45.1% | +54.1% | -8.9% | +40.0% |
| 3Y | +39.4% | +675.3% | -635.8% | +20.8% |
| 5Y | +105.6% | -45.1% | +150.7% | +95.4% |
| All | +443.1% | -60.6% | +503.7% | +423.7% |
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 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