+29.5%
EOG vs OUST
+626.4%
-596.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.0% | -12.5% | +1.4% |
| 7D | -11.1% | +17.0% | -28.1% | -11.3% |
| 30D | +2.7% | -16.5% | +19.2% | +2.9% |
| 3M | +8.8% | -23.7% | +32.4% | +9.1% |
| 6M | +10.8% | +18.4% | -7.6% | +8.6% |
| YTD | +44.6% | +60.8% | -16.2% | +39.4% |
| 1Y | +44.6% | +44.2% | +0.4% | +39.8% |
| 3Y | +29.5% | +668.1% | -638.6% | +8.2% |
| All | +29.5% | +626.4% | -596.9% | +8.2% |
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