+91.3%
XLC vs OUST
-65.5%
+156.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.5% | +9.6% | +1.7% |
| 7D | +3.7% | -3.8% | +7.5% | +3.9% |
| 30D | -1.9% | +5.1% | -7.0% | -2.6% |
| 3M | -3.1% | -25.8% | +22.7% | -1.7% |
| 6M | -6.4% | -2.0% | -4.3% | -8.7% |
| YTD | -6.8% | +54.7% | -61.5% | -13.5% |
| 1Y | -1.7% | +48.8% | -50.5% | -8.7% |
| 3Y | +64.7% | +607.8% | -543.1% | +22.7% |
| 5Y | +41.1% | -52.7% | +93.8% | +22.8% |
| All | +91.3% | -65.5% | +156.8% | +70.8% |
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