+83.6%
XLC vs OUST
-68.5%
+152.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.0% | +8.4% | +0.1% |
| 7D | +3.1% | -5.0% | +8.1% | +3.4% |
| 30D | -6.5% | -32.0% | +25.5% | -4.2% |
| 3M | -5.6% | -32.4% | +26.8% | -3.5% |
| 6M | -9.2% | +6.7% | -15.9% | -12.4% |
| YTD | -10.6% | +41.0% | -51.6% | -16.3% |
| 1Y | -6.9% | +18.0% | -24.8% | -11.9% |
| 3Y | +59.9% | +560.6% | -500.7% | +19.6% |
| 5Y | +34.7% | -55.1% | +89.8% | +17.9% |
| All | +83.6% | -68.5% | +152.2% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling