+96.5%
XLC vs OUST
-62.4%
+159.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 3M | -0.7% | -22.6% | +21.9% | -0.5% |
| 6M | -5.1% | +62.8% | -67.9% | -11.3% |
| YTD | -4.3% | +68.3% | -72.6% | -11.2% |
| 1Y | -0.6% | +28.5% | -29.1% | -6.8% |
| 3Y | +72.7% | +554.0% | -481.3% | +30.1% |
| 5Y | +38.0% | -56.2% | +94.2% | +20.6% |
| All | +96.5% | -62.4% | +159.0% | +75.5% |
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