+494.7%
OXY vs OUST
-62.4%
+557.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | +1.6% | +5.2% | -3.6% | +1.3% |
| 30D | +11.6% | -19.3% | +30.8% | +12.7% |
| 3M | +2.8% | -22.6% | +25.4% | +2.8% |
| 6M | +13.0% | +62.8% | -49.7% | +6.8% |
| YTD | +47.4% | +68.3% | -21.0% | +38.4% |
| 1Y | +31.5% | +28.5% | +2.9% | +24.6% |
| 3Y | -1.9% | +554.0% | -556.0% | -22.6% |
| 5Y | +148.0% | -56.2% | +204.2% | +148.9% |
| All | +494.7% | -62.4% | +557.2% | +514.7% |
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