-62.3%
OUST vs VSXY
+106.4%
-168.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +5.1% | +5.8% | +9.6% |
| 7D | +36.7% | +15.2% | +21.5% | +32.7% |
| 30D | -3.3% | +37.0% | -40.3% | -10.1% |
| 3M | -11.1% | +15.2% | -26.3% | -14.7% |
| 6M | +53.1% | +136.3% | -83.2% | +17.8% |
| YTD | +78.2% | +109.6% | -31.3% | +40.8% |
| 1Y | +50.0% | +223.7% | -173.7% | +4.1% |
| 3Y | +836.2% | +516.3% | +319.9% | +384.6% |
| 5Y | -50.0% | +125.1% | -175.1% | -67.0% |
| All | -62.3% | +106.4% | -168.7% | -75.5% |
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