+54.8%
OKE vs OUST
+707.3%
-652.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +14.0% | -15.2% | -1.5% |
| 7D | -11.3% | +17.0% | -28.3% | -11.5% |
| 30D | -2.2% | -16.5% | +14.3% | -1.9% |
| 3M | -2.0% | -23.7% | +21.6% | -1.6% |
| 6M | +1.8% | +18.4% | -16.5% | -0.4% |
| YTD | +21.7% | +60.8% | -39.1% | +16.9% |
| 1Y | +31.9% | +44.2% | -12.3% | +27.1% |
| All | +54.8% | +707.3% | -652.5% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling