-0.7%
LYB vs OUST
-53.5%
+52.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | 0.0% |
| 7D | -3.1% | +4.0% | -7.1% | -3.3% |
| 30D | +4.0% | -14.0% | +18.0% | +4.6% |
| 3M | +2.4% | -5.9% | +8.3% | +1.4% |
| 6M | -1.4% | +76.4% | -77.8% | -6.8% |
| YTD | +53.9% | +67.5% | -13.5% | +45.7% |
| 1Y | +26.1% | +27.1% | -1.0% | +20.6% |
| 3Y | -21.0% | +619.0% | -640.1% | -35.3% |
| 5Y | -0.7% | -54.9% | +54.2% | -6.2% |
| All | -0.7% | -53.5% | +52.8% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling