+248.3%
XOM vs OUST
-56.2%
+304.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.7% |
| 7D | +1.8% | +5.2% | -3.5% | +1.7% |
| 30D | +5.9% | -19.3% | +25.1% | +6.1% |
| 3M | +5.6% | -22.6% | +28.2% | +5.6% |
| 6M | +7.9% | +62.8% | -54.9% | +6.0% |
| YTD | +35.2% | +68.3% | -33.2% | +32.5% |
| 1Y | +46.0% | +28.5% | +17.4% | +43.6% |
| 3Y | +55.0% | +554.0% | -499.0% | +43.1% |
| All | +248.3% | -56.2% | +304.5% | +258.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling