-63.4%
OUST vs VSXY
+42.7%
-106.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -0.9% | +2.0% |
| 7D | +12.7% | -6.8% | +19.5% | +14.2% |
| 30D | -13.6% | -20.4% | +6.7% | -9.6% |
| 3M | -8.3% | +2.9% | -11.2% | -10.5% |
| 6M | +85.0% | +67.9% | +17.0% | +53.9% |
| YTD | +73.2% | +44.9% | +28.4% | +49.3% |
| 1Y | +32.5% | +205.9% | -173.5% | -8.0% |
| 3Y | +643.8% | +373.9% | +270.0% | +303.1% |
| 5Y | -52.1% | +23.5% | -75.6% | -65.4% |
| All | -63.4% | +42.7% | -106.1% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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