+26.7%
XBI vs OUST
-62.3%
+89.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +1.0% | -2.7% |
| 7D | +1.9% | +19.9% | -18.0% | -0.6% |
| 30D | +3.0% | +3.6% | -0.6% | +2.0% |
| 3M | -5.1% | -20.6% | +15.5% | -3.4% |
| 6M | +12.2% | +35.1% | -22.9% | +3.0% |
| YTD | +24.1% | +69.1% | -45.0% | +9.0% |
| 1Y | +33.1% | +49.9% | -16.9% | +18.3% |
| 3Y | +127.3% | +642.4% | -515.1% | +39.1% |
| 5Y | +20.2% | -48.3% | +68.6% | +2.5% |
| All | +26.7% | -62.3% | +89.0% | +12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling