+49.0%
XEL vs OUST
-53.0%
+102.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.2% |
| 6M | +3.7% | -2.0% | +5.7% | +3.5% |
| YTD | +13.1% | +54.7% | -41.7% | +12.4% |
| 1Y | +5.0% | +48.8% | -43.8% | +4.4% |
| 3Y | +55.0% | +607.8% | -552.9% | +48.7% |
| All | +49.0% | -53.0% | +102.1% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling