+75.5%
XOM vs OUST
+692.9%
-617.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -1.5% | +14.0% | -15.5% | -1.5% |
| 30D | -3.2% | +2.5% | -5.7% | -3.1% |
| 3M | +5.0% | -15.3% | +20.3% | +5.2% |
| 6M | +12.9% | +42.6% | -29.8% | +11.7% |
| YTD | +41.3% | +76.6% | -35.3% | +38.9% |
| 1Y | +43.2% | +54.1% | -10.8% | +41.2% |
| All | +75.5% | +692.9% | -617.5% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling