+248.2%
SLB vs OUST
-68.5%
+316.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.0% | +5.3% | -3.2% |
| 7D | -7.7% | -5.0% | -2.7% | -7.6% |
| 30D | -0.7% | -32.0% | +31.3% | +1.2% |
| 3M | 0.0% | -32.4% | +32.3% | +1.7% |
| 6M | -10.4% | +6.7% | -17.1% | -12.6% |
| YTD | +31.5% | +41.0% | -9.6% | +25.5% |
| 1Y | +39.1% | +18.0% | +21.2% | +33.9% |
| 3Y | -5.7% | +560.6% | -566.3% | -21.9% |
| 5Y | +65.4% | -55.1% | +120.6% | +54.9% |
| All | +248.2% | -68.5% | +316.7% | +217.4% |
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