+84.4%
XLC vs OUST
-64.1%
+148.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +14.0% | -13.6% | -0.6% |
| 7D | +4.9% | +17.0% | -12.1% | +3.6% |
| 30D | -5.8% | -16.5% | +10.7% | -5.0% |
| 3M | -5.4% | -23.7% | +18.2% | -4.3% |
| 6M | -10.2% | +18.4% | -28.5% | -14.0% |
| YTD | -10.2% | +60.8% | -71.0% | -16.8% |
| 1Y | -5.6% | +44.2% | -49.8% | -12.0% |
| 3Y | +61.0% | +668.1% | -607.1% | +19.0% |
| 5Y | +35.2% | -48.8% | +84.1% | +17.2% |
| All | +84.4% | -64.1% | +148.5% | +64.3% |
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