+347.8%
OKE vs OUST
-65.5%
+413.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.5% | +9.5% | +1.3% |
| 7D | +5.4% | -3.8% | +9.1% | +5.4% |
| 30D | -1.3% | +5.1% | -6.4% | -1.7% |
| 3M | -2.0% | -25.8% | +23.8% | -1.4% |
| 6M | +3.4% | -2.0% | +5.4% | +1.7% |
| YTD | +28.2% | +54.7% | -26.5% | +22.3% |
| 1Y | +35.7% | +48.8% | -13.1% | +29.5% |
| 3Y | +61.0% | +607.8% | -546.8% | +34.2% |
| 5Y | +85.8% | -52.7% | +138.5% | +74.3% |
| All | +347.8% | -65.5% | +413.3% | +343.1% |
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