+120.6%
VLO vs OUST
+11.1%
+109.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +15.7% | -21.5% | -5.6% |
| 7D | -6.0% | -0.2% | -5.7% | -5.8% |
| 30D | -12.9% | -24.0% | +11.1% | -12.5% |
| 3M | +18.3% | -29.9% | +48.2% | +19.0% |
| 6M | +46.4% | +19.1% | +27.3% | +44.6% |
| YTD | +127.7% | +55.0% | +72.8% | +119.9% |
| 1Y | +120.6% | +21.2% | +99.4% | +113.9% |
| All | +120.6% | +11.1% | +109.6% | +113.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling