+37.7%
XLC vs OUST
-56.2%
+93.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | -0.8% | +5.2% | -6.1% | -1.2% |
| 30D | +1.0% | -19.3% | +20.3% | +2.5% |
| 3M | -0.7% | -22.6% | +21.9% | -0.5% |
| 6M | -5.1% | +62.8% | -67.9% | -11.8% |
| YTD | -4.3% | +68.3% | -72.6% | -11.7% |
| 1Y | -0.6% | +28.5% | -29.1% | -7.3% |
| 3Y | +72.7% | +554.0% | -481.3% | +25.3% |
| All | +37.7% | -56.2% | +93.8% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling