+78.7%
XLB vs OUST
-60.6%
+139.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +0.5% | +31.9% | -31.4% | -1.1% |
| 30D | +6.9% | -4.2% | +11.1% | +6.8% |
| 3M | -0.2% | -9.3% | +9.1% | -0.2% |
| 6M | +3.3% | +51.7% | -48.4% | -1.3% |
| YTD | +18.0% | +76.6% | -58.6% | +11.0% |
| 1Y | +24.2% | +48.9% | -24.7% | +17.7% |
| 3Y | +44.7% | +675.3% | -630.5% | +17.0% |
| 5Y | +31.6% | -44.0% | +75.6% | +15.8% |
| All | +78.7% | -60.6% | +139.3% | +58.1% |
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