+27.6%
XBI vs OUST
-64.1%
+91.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +14.0% | -11.4% | +0.8% |
| 7D | -2.4% | +17.0% | -19.4% | -4.5% |
| 30D | +1.3% | -16.5% | +17.8% | +3.2% |
| 3M | -1.5% | -23.7% | +22.2% | +0.8% |
| 6M | +10.7% | +18.4% | -7.7% | +3.2% |
| YTD | +25.0% | +60.8% | -35.8% | +10.5% |
| 1Y | +39.9% | +44.2% | -4.3% | +24.9% |
| 3Y | +119.2% | +668.1% | -548.9% | +32.9% |
| 5Y | +16.6% | -48.8% | +65.5% | -0.6% |
| All | +27.6% | -64.1% | +91.7% | +14.4% |
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