-66.0%
OUST vs VSXY
+96.5%
-162.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.6% | +12.4% | +13.6% |
| 7D | +17.0% | +11.8% | +5.2% | +14.3% |
| 30D | -16.5% | +25.9% | -42.4% | -20.9% |
| 3M | -23.7% | +15.5% | -39.2% | -26.9% |
| 6M | +18.4% | +109.7% | -91.4% | -5.8% |
| YTD | +60.8% | +99.5% | -38.7% | +28.5% |
| 1Y | +44.2% | +197.5% | -153.3% | +2.0% |
| 3Y | +668.1% | +453.3% | +214.9% | +309.3% |
| 5Y | -48.8% | +110.3% | -159.1% | -65.9% |
| All | -66.0% | +96.5% | -162.5% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling