+419.6%
EOG vs OUST
-64.1%
+483.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.0% | -12.5% | +1.2% |
| 7D | -11.1% | +17.0% | -28.1% | -11.5% |
| 30D | +2.7% | -16.5% | +19.2% | +3.0% |
| 3M | +8.8% | -23.7% | +32.4% | +9.2% |
| 6M | +10.8% | +18.4% | -7.6% | +8.4% |
| YTD | +44.6% | +60.8% | -16.2% | +39.2% |
| 1Y | +44.6% | +44.2% | +0.4% | +39.6% |
| 3Y | +29.5% | +668.1% | -638.6% | +12.0% |
| 5Y | +96.3% | -48.8% | +145.1% | +86.7% |
| All | +419.6% | -64.1% | +483.7% | +402.3% |
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