+26.6%
XEL vs OUST
-61.4%
+88.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.5% |
| 7D | +1.3% | +12.7% | -11.4% | +1.3% |
| 30D | -1.5% | -13.6% | +12.1% | -1.5% |
| 3M | -0.2% | -8.3% | +8.1% | -0.3% |
| 6M | -5.4% | +85.0% | -90.4% | -5.6% |
| YTD | +5.6% | +73.2% | -67.6% | +5.5% |
| 1Y | +10.5% | +32.5% | -22.0% | +10.3% |
| 3Y | +49.2% | +643.8% | -594.7% | +46.6% |
| 5Y | +30.1% | -52.1% | +82.2% | +23.1% |
| All | +26.6% | -61.4% | +88.0% | +18.4% |
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 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