-3.7%
XLC vs OUST
+50.6%
-54.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.5% | +14.0% | -10.5% | +3.0% |
| 30D | -2.6% | +2.5% | -5.1% | -2.9% |
| 3M | -2.1% | -15.3% | +13.2% | -2.1% |
| 6M | -5.5% | +42.6% | -48.1% | -8.5% |
| YTD | -6.9% | +76.6% | -83.5% | -11.9% |
| 1Y | -3.7% | +54.1% | -57.8% | -8.3% |
| All | -3.7% | +50.6% | -54.3% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling