+89.3%
XLC vs OUST
-62.3%
+151.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.3% | -0.7% |
| 7D | +3.1% | +19.9% | -16.8% | +1.7% |
| 30D | -4.2% | +3.6% | -7.8% | -4.8% |
| 3M | -2.1% | -20.6% | +18.5% | -1.2% |
| 6M | -6.6% | +35.1% | -41.7% | -11.3% |
| YTD | -7.8% | +69.1% | -76.9% | -14.9% |
| 1Y | -4.1% | +49.9% | -54.0% | -10.9% |
| 3Y | +62.6% | +642.4% | -579.8% | +20.9% |
| 5Y | +39.6% | -48.3% | +87.9% | +20.8% |
| All | +89.3% | -62.3% | +151.6% | +68.0% |
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