+454.9%
OXY vs OUST
-60.2%
+515.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.8% | -11.9% | -1.6% |
| 7D | -8.2% | +36.7% | -44.8% | -9.7% |
| 30D | -7.2% | -3.3% | -3.9% | -7.4% |
| 3M | +0.2% | -11.1% | +11.3% | +0.2% |
| 6M | +6.1% | +53.1% | -46.9% | +0.8% |
| YTD | +37.5% | +78.2% | -40.7% | +28.2% |
| 1Y | +37.7% | +50.0% | -12.4% | +29.5% |
| 3Y | -2.8% | +836.2% | -838.9% | -25.3% |
| 5Y | +77.6% | -50.0% | +127.6% | +75.5% |
| All | +454.9% | -60.2% | +515.1% | +469.4% |
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 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