+37.3%
XBI vs OUST
-62.4%
+99.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | +0.9% | +5.2% | -4.3% | +0.2% |
| 30D | +7.1% | -19.3% | +26.3% | +9.6% |
| 3M | +22.9% | -22.6% | +45.5% | +23.5% |
| 6M | +29.7% | +62.8% | -33.1% | +16.1% |
| YTD | +34.5% | +68.3% | -33.9% | +19.1% |
| 1Y | +76.1% | +28.5% | +47.5% | +58.5% |
| 3Y | +103.2% | +554.0% | -450.9% | +26.9% |
| 5Y | +22.8% | -56.2% | +79.1% | +7.3% |
| All | +37.3% | -62.4% | +99.7% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling