+465.9%
VLO vs OUST
-48.7%
+514.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.2% | +7.3% | +3.2% |
| 7D | +6.8% | +19.9% | -13.2% | +6.1% |
| 30D | -17.9% | +3.6% | -21.5% | -18.1% |
| 3M | +13.5% | -20.6% | +34.2% | +14.1% |
| 6M | +53.0% | +35.1% | +18.0% | +49.1% |
| YTD | +133.7% | +69.1% | +64.6% | +124.5% |
| 1Y | +115.7% | +49.9% | +65.7% | +107.8% |
| 3Y | +231.9% | +642.4% | -410.5% | +192.5% |
| All | +465.9% | -48.7% | +514.6% | +379.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling