+409.3%
EOG vs OUST
-62.4%
+471.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | +1.3% | +5.2% | -3.9% | +1.1% |
| 30D | +8.2% | -19.3% | +27.4% | +8.7% |
| 3M | +3.8% | -22.6% | +26.5% | +3.8% |
| 6M | +15.3% | +62.8% | -47.5% | +11.6% |
| YTD | +41.7% | +68.3% | -26.6% | +36.6% |
| 1Y | +23.6% | +28.5% | -5.0% | +19.7% |
| 3Y | +23.3% | +554.0% | -530.8% | +7.4% |
| 5Y | +170.4% | -56.2% | +226.6% | +160.1% |
| All | +409.3% | -62.4% | +471.8% | +392.8% |
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