+97.5%
OXY vs OUST
-53.0%
+150.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.5% | +9.1% | +0.9% |
| 7D | +4.2% | -3.8% | +8.0% | +4.3% |
| 30D | -4.3% | +5.1% | -9.4% | -4.7% |
| 3M | +2.3% | -25.8% | +28.1% | +2.9% |
| 6M | +5.5% | -2.0% | +7.6% | +3.7% |
| YTD | +44.9% | +54.7% | -9.8% | +38.2% |
| 1Y | +42.6% | +48.8% | -6.2% | +36.1% |
| 3Y | +0.7% | +607.8% | -607.1% | -15.0% |
| All | +97.5% | -53.0% | +150.5% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling