+72.0%
OKE vs OUST
-54.9%
+126.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +14.0% | -15.2% | -1.7% |
| 7D | -11.3% | +17.0% | -28.3% | -11.8% |
| 30D | -2.2% | -16.5% | +14.3% | -1.8% |
| 3M | -2.0% | -23.7% | +21.6% | -1.5% |
| 6M | +1.8% | +18.4% | -16.5% | -0.9% |
| YTD | +21.7% | +60.8% | -39.1% | +16.0% |
| 1Y | +31.9% | +44.2% | -12.3% | +26.2% |
| 3Y | +49.1% | +668.1% | -619.0% | +23.8% |
| All | +72.0% | -54.9% | +126.9% | +69.7% |
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