+99.9%
VLO vs OUST
+41.3%
+58.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | -9.5% | +31.9% | -41.4% | -9.3% |
| 30D | -19.1% | -4.2% | -14.9% | -18.8% |
| 3M | +11.4% | -9.3% | +20.6% | +11.9% |
| 6M | +46.7% | +51.7% | -4.9% | +43.5% |
| YTD | +118.6% | +76.6% | +42.0% | +108.9% |
| 1Y | +99.9% | +48.9% | +51.0% | +92.5% |
| All | +99.9% | +41.3% | +58.6% | +92.5% |
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