+18.4%
OUST vs XE
-62.9%
+81.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +15.9% | -1.9% | +6.4% |
| 7D | +17.0% | -4.6% | +21.6% | +18.4% |
| 30D | -16.5% | -27.5% | +11.0% | -4.0% |
| 3M | -23.7% | -49.9% | +26.2% | -0.1% |
| 6M | +18.4% | -67.2% | +85.6% | +84.9% |
| All | +18.4% | -62.9% | +81.3% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 6mo: compounded portfolio wealth divided by compounded XE 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…
6mo analysis · Full analysis span regression · 6 months rolling