+24.7%
XEL vs OUST
-62.4%
+87.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | -1.0% | +5.2% | -6.2% | -0.9% |
| 30D | -1.9% | -19.3% | +17.3% | -1.9% |
| 3M | -1.9% | -22.6% | +20.7% | -1.9% |
| 6M | -7.4% | +62.8% | -70.2% | -7.6% |
| YTD | +4.1% | +68.3% | -64.3% | +3.9% |
| 1Y | +8.0% | +28.5% | -20.5% | +7.9% |
| 3Y | +48.4% | +554.0% | -505.6% | +45.8% |
| 5Y | +27.2% | -56.2% | +83.5% | +20.2% |
| All | +24.7% | -62.4% | +87.1% | +16.6% |
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