+15.3%
LYB vs OUST
-60.6%
+75.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -0.6% | +14.0% | -14.6% | -1.2% |
| 30D | +5.3% | +2.5% | +2.8% | +5.0% |
| 3M | -1.2% | -15.3% | +14.1% | -0.9% |
| 6M | -13.1% | +42.6% | -55.7% | -16.6% |
| YTD | +49.3% | +76.6% | -27.3% | +40.6% |
| 1Y | +51.8% | +54.1% | -2.2% | +43.7% |
| 3Y | -18.9% | +675.3% | -694.1% | -33.5% |
| 5Y | -6.9% | -45.1% | +38.2% | -16.3% |
| All | +15.3% | -60.6% | +75.9% | +4.4% |
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