+250.1%
SLB vs OUST
-64.1%
+314.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.0% | -13.4% | -0.2% |
| 7D | -7.1% | +17.0% | -24.1% | -8.0% |
| 30D | +4.1% | -16.5% | +20.6% | +4.8% |
| 3M | -2.6% | -23.7% | +21.0% | -1.7% |
| 6M | -8.6% | +18.4% | -26.9% | -11.3% |
| YTD | +32.2% | +60.8% | -28.6% | +25.3% |
| 1Y | +40.7% | +44.2% | -3.5% | +33.8% |
| 3Y | -4.5% | +668.1% | -672.6% | -21.6% |
| 5Y | +66.4% | -48.8% | +115.2% | +54.6% |
| All | +250.1% | -64.1% | +314.3% | +216.8% |
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