+506.1%
XOM vs OUST
-60.2%
+566.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -0.8% |
| 7D | -8.3% | +36.7% | -45.0% | -8.7% |
| 30D | -2.5% | -3.3% | +0.8% | -2.5% |
| 3M | +8.3% | -11.1% | +19.5% | +8.4% |
| 6M | +15.5% | +53.1% | -37.6% | +13.5% |
| YTD | +39.6% | +78.2% | -38.6% | +36.3% |
| 1Y | +44.6% | +50.0% | -5.4% | +41.7% |
| 3Y | +76.6% | +836.2% | -759.6% | +60.0% |
| 5Y | +195.8% | -50.0% | +245.8% | +189.5% |
| All | +506.1% | -60.2% | +566.3% | +490.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling