+62.5%
SLB vs OUST
-49.1%
+111.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 6M | -8.6% | +18.4% | -26.9% | -11.2% |
| YTD | +32.2% | +60.8% | -28.6% | +25.7% |
| 1Y | +40.7% | +44.2% | -3.5% | +34.2% |
| 3Y | -4.5% | +668.1% | -672.6% | -20.1% |
| All | +62.5% | -49.1% | +111.6% | +49.2% |
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