+399.7%
XLE vs OUST
-64.1%
+463.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.0% | -0.4% |
| 7D | -12.0% | +17.0% | -29.0% | -12.5% |
| 30D | -2.7% | -16.5% | +13.8% | -2.4% |
| 3M | +6.6% | -23.7% | +30.2% | +7.1% |
| 6M | +9.5% | +18.4% | -8.8% | +7.1% |
| YTD | +40.6% | +60.8% | -20.2% | +35.0% |
| 1Y | +43.6% | +44.2% | -0.6% | +38.4% |
| 3Y | +58.1% | +668.1% | -610.0% | +35.7% |
| 5Y | +152.2% | -48.8% | +201.0% | +139.5% |
| All | +399.7% | -64.1% | +463.8% | +374.1% |
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