+45.9%
OXY vs OUST
+11.1%
+34.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +15.7% | -20.9% | -4.4% |
| 7D | -8.8% | -0.2% | -8.6% | -8.6% |
| 30D | -1.7% | -24.0% | +22.3% | -2.4% |
| 3M | +4.5% | -29.9% | +34.4% | +3.8% |
| 6M | -4.0% | +19.1% | -23.1% | -3.8% |
| YTD | +41.4% | +55.0% | -13.6% | +41.6% |
| 1Y | +45.9% | +21.2% | +24.7% | +48.4% |
| All | +45.9% | +11.1% | +34.8% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling