+913.2%
VLO vs OUST
-60.2%
+973.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.8% | -7.9% | +2.6% |
| 7D | -6.5% | +36.7% | -43.2% | -7.7% |
| 30D | -17.8% | -3.3% | -14.4% | -17.8% |
| 3M | +19.6% | -11.1% | +30.7% | +19.7% |
| 6M | +49.3% | +53.1% | -3.8% | +43.9% |
| YTD | +122.4% | +78.2% | +44.2% | +111.7% |
| 1Y | +107.4% | +50.0% | +57.4% | +98.7% |
| 3Y | +223.1% | +836.2% | -613.1% | +172.3% |
| 5Y | +432.2% | -50.0% | +482.2% | +412.0% |
| All | +913.2% | -60.2% | +973.5% | +861.3% |
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 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