+54.7%
XEL vs OUST
+659.3%
-604.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.5% |
| 7D | +1.4% | +19.9% | -18.5% | +1.5% |
| 30D | +9.2% | +3.6% | +5.6% | +9.2% |
| 3M | +4.5% | -20.6% | +25.2% | +4.5% |
| 6M | +3.6% | +35.1% | -31.5% | +3.6% |
| YTD | +12.9% | +69.1% | -56.2% | +12.9% |
| 1Y | +4.1% | +49.9% | -45.8% | +4.1% |
| All | +54.7% | +659.3% | -604.6% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling