+193.4%
ORLY vs OUST
-62.4%
+255.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | -0.7% | +5.2% | -5.9% | -0.7% |
| 30D | -5.9% | -19.3% | +13.3% | -5.9% |
| 3M | -0.6% | -22.6% | +22.1% | -0.5% |
| 6M | -6.8% | +62.8% | -69.5% | -7.1% |
| YTD | -3.6% | +68.3% | -72.0% | -4.1% |
| 1Y | -16.3% | +28.5% | -44.9% | -16.7% |
| 3Y | +39.1% | +554.0% | -514.9% | +34.3% |
| 5Y | +125.4% | -56.2% | +181.6% | +127.3% |
| All | +193.4% | -62.4% | +255.8% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling