+144.0%
OKE vs OUST
-52.5%
+196.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +2.1% |
| 7D | +1.9% | +12.7% | -10.8% | +1.5% |
| 30D | +12.8% | -13.6% | +26.5% | +13.3% |
| 3M | +11.9% | -8.3% | +20.2% | +11.2% |
| 6M | +14.9% | +85.0% | -70.1% | +9.5% |
| YTD | +37.7% | +73.2% | -35.5% | +31.3% |
| 1Y | +44.1% | +32.5% | +11.6% | +38.2% |
| 3Y | +75.3% | +643.8% | -568.6% | +45.7% |
| 5Y | +144.0% | -52.1% | +196.1% | +155.9% |
| All | +144.0% | -52.5% | +196.6% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling