+461.0%
OXY vs OUST
-64.1%
+525.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.0% | -0.6% |
| 7D | -11.9% | +17.0% | -28.9% | -12.7% |
| 30D | -3.1% | -16.5% | +13.4% | -2.6% |
| 3M | +1.1% | -23.7% | +24.7% | +1.9% |
| 6M | +3.2% | +18.4% | -15.1% | -0.5% |
| YTD | +39.0% | +60.8% | -21.8% | +30.3% |
| 1Y | +42.7% | +44.2% | -1.5% | +34.3% |
| 3Y | -3.5% | +668.1% | -671.6% | -25.0% |
| 5Y | +81.3% | -48.8% | +130.2% | +76.3% |
| All | +461.0% | -64.1% | +525.1% | +478.7% |
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