+372.3%
OKE vs OUST
-63.7%
+436.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | 0.0% |
| 7D | 0.0% | -1.7% | +1.6% | 0.0% |
| 30D | +4.6% | -21.9% | +26.5% | +5.5% |
| 3M | +6.9% | -8.2% | +15.2% | +6.2% |
| 6M | +15.8% | +57.5% | -41.7% | +11.1% |
| YTD | +35.2% | +62.8% | -27.6% | +29.2% |
| 1Y | +37.6% | +24.5% | +13.0% | +32.2% |
| 3Y | +72.0% | +599.0% | -527.0% | +43.7% |
| 5Y | +139.0% | -54.9% | +193.8% | +125.5% |
| All | +372.3% | -63.7% | +436.0% | +368.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling