+510.3%
XOM vs OUST
-64.1%
+574.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.0% | -13.7% | +0.2% |
| 7D | -11.4% | +17.0% | -28.4% | -11.6% |
| 30D | +1.1% | -16.5% | +17.6% | +1.3% |
| 3M | +7.8% | -23.7% | +31.5% | +8.1% |
| 6M | +13.0% | +18.4% | -5.3% | +11.6% |
| YTD | +40.6% | +60.8% | -20.2% | +37.4% |
| 1Y | +49.1% | +44.2% | +4.9% | +46.0% |
| 3Y | +72.9% | +668.1% | -595.2% | +57.2% |
| 5Y | +204.0% | -48.8% | +252.8% | +196.1% |
| All | +510.3% | -64.1% | +574.4% | +494.9% |
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