+933.0%
VLO vs OUST
-60.6%
+993.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -0.4% | +14.0% | -14.4% | -1.0% |
| 30D | -16.6% | +2.5% | -19.1% | -16.8% |
| 3M | +12.3% | -15.3% | +27.6% | +12.6% |
| 6M | +47.8% | +42.6% | +5.2% | +43.0% |
| YTD | +126.7% | +76.6% | +50.1% | +115.9% |
| 1Y | +105.4% | +54.1% | +51.3% | +96.5% |
| 3Y | +222.0% | +675.3% | -453.3% | +173.9% |
| 5Y | +449.8% | -45.1% | +494.9% | +424.6% |
| All | +933.0% | -60.6% | +993.6% | +880.4% |
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 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