+303.4%
SLB vs OUST
-62.4%
+365.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | +0.8% | +5.2% | -4.4% | +0.6% |
| 30D | +15.8% | -19.3% | +35.1% | +17.0% |
| 3M | -0.3% | -22.6% | +22.3% | -0.1% |
| 6M | +21.3% | +62.8% | -41.4% | +15.6% |
| YTD | +52.3% | +68.3% | -16.0% | +44.5% |
| 1Y | +63.6% | +28.5% | +35.1% | +56.4% |
| 3Y | +3.8% | +554.0% | -550.3% | -13.9% |
| 5Y | +128.6% | -56.2% | +184.9% | +115.4% |
| All | +303.4% | -62.4% | +365.8% | +265.3% |
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