+40.6%
OKE vs OUST
+29.4%
+11.2%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.8% |
| 7D | -0.2% | +4.0% | -4.2% | -0.1% |
| 30D | +6.1% | -14.0% | +20.0% | +5.7% |
| 3M | +10.4% | -5.9% | +16.4% | +10.4% |
| 6M | +14.2% | +76.4% | -62.2% | +13.8% |
| YTD | +35.3% | +67.5% | -32.1% | +35.0% |
| 1Y | +40.6% | +27.1% | +13.5% | +41.5% |
| All | +40.6% | +29.4% | +11.2% | +41.5% |
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