+76.5%
XLB vs OUST
-62.4%
+138.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -1.4% | +5.2% | -6.6% | -1.7% |
| 30D | -0.4% | -19.3% | +18.9% | +0.6% |
| 3M | +2.0% | -22.6% | +24.6% | +2.1% |
| 6M | +1.8% | +62.8% | -60.9% | -3.1% |
| YTD | +16.6% | +68.3% | -51.8% | +10.3% |
| 1Y | +16.9% | +28.5% | -11.6% | +11.5% |
| 3Y | +32.6% | +554.0% | -521.5% | +8.3% |
| 5Y | +35.6% | -56.2% | +91.9% | +20.6% |
| All | +76.5% | -62.4% | +138.9% | +57.2% |
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 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