-20.9%
LYB vs OUST
+645.3%
-666.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.6% |
| 7D | -0.9% | +12.7% | -13.6% | -1.4% |
| 30D | +9.5% | -13.6% | +23.1% | +10.1% |
| 3M | +1.3% | -8.3% | +9.6% | +0.5% |
| 6M | -1.7% | +85.0% | -86.7% | -7.6% |
| YTD | +54.1% | +73.2% | -19.1% | +45.2% |
| 1Y | +25.7% | +32.5% | -6.8% | +19.7% |
| 3Y | -20.9% | +643.8% | -664.8% | -39.4% |
| All | -20.9% | +645.3% | -666.3% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling