-21.4%
LYB vs OUST
+729.1%
-750.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.8% | +1.9% |
| 7D | -8.3% | +31.9% | -40.2% | -9.2% |
| 30D | +0.9% | -4.2% | +5.2% | +1.0% |
| 3M | -2.3% | -9.3% | +7.0% | -2.2% |
| 6M | -13.8% | +51.7% | -65.5% | -17.5% |
| YTD | +44.6% | +76.6% | -32.0% | +36.2% |
| 1Y | +50.6% | +48.9% | +1.7% | +43.1% |
| 3Y | -21.4% | +675.3% | -696.7% | -37.0% |
| All | -21.4% | +729.1% | -750.5% | -37.0% |
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