+426.2%
VLO vs OUST
-56.4%
+482.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.0% | +5.1% | -3.6% |
| 7D | -8.7% | -5.0% | -3.6% | -8.6% |
| 30D | -16.2% | -32.0% | +15.8% | -15.3% |
| 3M | +16.2% | -32.4% | +48.5% | +17.3% |
| 6M | +39.8% | +6.7% | +33.1% | +37.1% |
| YTD | +119.0% | +41.0% | +77.9% | +111.4% |
| 1Y | +110.8% | +18.0% | +92.8% | +104.7% |
| 3Y | +201.7% | +560.6% | -358.9% | +166.1% |
| 5Y | +426.2% | -55.1% | +481.3% | +380.3% |
| All | +426.2% | -56.4% | +482.6% | +380.3% |
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 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