+75.6%
XLB vs OUST
-64.1%
+139.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -1.5% |
| 7D | -1.5% | +17.0% | -18.5% | -2.4% |
| 30D | +6.1% | -16.5% | +22.6% | +6.8% |
| 3M | 0.0% | -23.7% | +23.7% | +0.9% |
| 6M | 0.0% | +18.4% | -18.4% | -3.2% |
| YTD | +16.0% | +60.8% | -44.8% | +9.6% |
| 1Y | +24.7% | +44.2% | -19.5% | +18.4% |
| 3Y | +40.4% | +668.1% | -627.7% | +13.3% |
| 5Y | +30.7% | -48.8% | +79.5% | +15.5% |
| All | +75.6% | -64.1% | +139.8% | +56.2% |
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