+51.8%
LYB vs OUST
+50.6%
+1.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -0.6% | +14.0% | -14.6% | +0.1% |
| 30D | +5.3% | +2.5% | +2.8% | +6.1% |
| 3M | -1.2% | -15.3% | +14.1% | -0.9% |
| 6M | -13.1% | +42.6% | -55.7% | -11.5% |
| YTD | +49.3% | +76.6% | -27.3% | +56.8% |
| 1Y | +51.8% | +54.1% | -2.2% | +59.1% |
| All | +51.8% | +50.6% | +1.2% | +59.1% |
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