+50.5%
LYB vs OUST
+40.1%
+10.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.5% | +9.4% | +0.5% |
| 7D | +6.1% | -3.8% | +9.9% | +6.0% |
| 30D | +5.3% | +5.1% | +0.3% | +5.9% |
| 3M | +4.3% | -25.8% | +30.1% | +4.0% |
| 6M | -10.8% | -2.0% | -8.8% | -10.2% |
| YTD | +53.8% | +54.7% | -1.0% | +58.6% |
| 1Y | +50.5% | +48.8% | +1.7% | +55.9% |
| All | +50.5% | +40.1% | +10.3% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling