+47.9%
XBI vs OUST
+11.1%
+36.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +15.7% | -13.1% | +1.0% |
| 7D | +1.0% | -0.2% | +1.2% | +0.9% |
| 30D | +1.9% | -24.0% | +25.8% | +4.2% |
| 3M | +4.8% | -29.9% | +34.6% | +7.4% |
| 6M | +19.3% | +19.1% | +0.1% | +10.6% |
| YTD | +30.6% | +55.0% | -24.4% | +14.2% |
| 1Y | +47.9% | +21.2% | +26.7% | +32.9% |
| All | +47.9% | +11.1% | +36.8% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling