+952.9%
VLO vs OUST
-62.4%
+1,015.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +5.2% | +5.2% | 0.0% | +5.0% |
| 30D | +22.6% | -19.3% | +41.9% | +23.6% |
| 3M | +43.8% | -22.6% | +66.4% | +44.0% |
| 6M | +65.7% | +62.8% | +3.0% | +59.2% |
| YTD | +131.1% | +68.3% | +62.8% | +121.2% |
| 1Y | +143.6% | +28.5% | +115.1% | +134.8% |
| 3Y | +201.4% | +554.0% | -352.7% | +158.5% |
| 5Y | +568.9% | -56.2% | +625.1% | +549.9% |
| All | +952.9% | -62.4% | +1,015.4% | +904.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling