+37.4%
EOG vs OUST
+729.1%
-691.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.1% |
| 7D | -2.4% | +31.9% | -34.2% | -2.7% |
| 30D | +2.9% | -4.2% | +7.2% | +3.0% |
| 3M | +7.2% | -9.3% | +16.5% | +7.3% |
| 6M | +18.2% | +51.7% | -33.5% | +15.1% |
| YTD | +48.9% | +76.6% | -27.7% | +43.5% |
| 1Y | +46.7% | +48.9% | -2.2% | +42.2% |
| 3Y | +37.4% | +675.3% | -637.9% | +16.1% |
| All | +37.4% | +729.1% | -691.7% | +16.1% |
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