+200.0%
ORLY vs OUST
-64.1%
+264.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.0% | -15.8% | -1.8% |
| 7D | +2.0% | +17.0% | -15.0% | +2.0% |
| 30D | +6.2% | -16.5% | +22.7% | +6.3% |
| 3M | -3.7% | -23.7% | +19.9% | -3.7% |
| 6M | -5.2% | +18.4% | -23.5% | -5.3% |
| YTD | -1.4% | +60.8% | -62.2% | -1.9% |
| 1Y | -5.4% | +44.2% | -49.6% | -5.8% |
| 3Y | +41.0% | +668.1% | -627.1% | +35.8% |
| 5Y | +111.3% | -48.8% | +160.1% | +112.6% |
| All | +200.0% | -64.1% | +264.2% | +208.5% |
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