+35.7%
OKE vs OUST
+40.1%
-4.5%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.5% | +9.5% | +0.7% |
| 7D | +5.4% | -3.8% | +9.1% | +5.2% |
| 30D | -1.3% | +5.1% | -6.4% | -0.9% |
| 3M | -2.0% | -25.8% | +23.8% | -2.6% |
| 6M | +3.4% | -2.0% | +5.4% | +3.8% |
| YTD | +28.2% | +54.7% | -26.5% | +29.3% |
| 1Y | +35.7% | +48.8% | -13.1% | +37.0% |
| All | +35.7% | +40.1% | -4.5% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling