+35.5%
XEL vs OUST
-65.5%
+101.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.5% | +8.7% | +0.1% |
| 7D | +2.4% | -3.8% | +6.2% | +2.4% |
| 30D | +8.3% | +5.1% | +3.2% | +8.3% |
| 3M | +4.2% | -25.8% | +30.0% | +4.1% |
| 6M | +3.7% | -2.0% | +5.7% | +3.6% |
| YTD | +13.1% | +54.7% | -41.7% | +12.9% |
| 1Y | +5.0% | +48.8% | -43.8% | +4.8% |
| 3Y | +55.0% | +607.8% | -552.9% | +52.3% |
| 5Y | +51.8% | -52.7% | +104.5% | +43.9% |
| All | +35.5% | -65.5% | +101.0% | +26.7% |
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