+52.6%
XOM vs OUST
+11.1%
+41.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +15.7% | -20.4% | -3.8% |
| 7D | -7.0% | -0.2% | -6.8% | -6.8% |
| 30D | +3.2% | -24.0% | +27.2% | +2.3% |
| 3M | +10.7% | -29.9% | +40.5% | +9.7% |
| 6M | +11.6% | +19.1% | -7.5% | +13.0% |
| YTD | +43.5% | +55.0% | -11.5% | +46.6% |
| 1Y | +52.6% | +21.2% | +31.4% | +57.6% |
| All | +52.6% | +11.1% | +41.5% | +57.6% |
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