+186.7%
ORLY vs OUST
-61.4%
+248.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -2.3% |
| 7D | -2.3% | +12.7% | -15.1% | -2.4% |
| 30D | -8.2% | -13.6% | +5.4% | -8.1% |
| 3M | -3.5% | -8.3% | +4.8% | -3.5% |
| 6M | -9.2% | +85.0% | -94.2% | -9.6% |
| YTD | -5.8% | +73.2% | -79.1% | -6.3% |
| 1Y | -19.3% | +32.5% | -51.7% | -19.6% |
| 3Y | +34.4% | +643.8% | -609.4% | +29.6% |
| 5Y | +117.8% | -52.1% | +170.0% | +119.5% |
| All | +186.7% | -61.4% | +248.0% | +194.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling