+76.9%
XLB vs OUST
-68.5%
+145.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.0% | +6.1% | -2.4% |
| 7D | -0.4% | -5.0% | +4.7% | -0.2% |
| 30D | +5.2% | -32.0% | +37.3% | +7.1% |
| 3M | -0.1% | -32.4% | +32.2% | +1.5% |
| 6M | +2.4% | +6.7% | -4.3% | -0.3% |
| YTD | +16.9% | +41.0% | -24.2% | +11.3% |
| 1Y | +25.0% | +18.0% | +7.1% | +20.0% |
| 3Y | +40.7% | +560.6% | -519.9% | +14.6% |
| 5Y | +31.6% | -55.1% | +86.7% | +17.2% |
| All | +76.9% | -68.5% | +145.5% | +58.5% |
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 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