+421.7%
XLE vs OUST
-62.3%
+483.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.8% | +1.6% |
| 7D | +4.4% | +19.9% | -15.5% | +3.8% |
| 30D | -4.3% | +3.6% | -7.9% | -4.5% |
| 3M | +6.0% | -20.6% | +26.7% | +6.5% |
| 6M | +13.2% | +35.1% | -21.8% | +10.2% |
| YTD | +46.7% | +69.1% | -22.4% | +40.7% |
| 1Y | +46.6% | +49.9% | -3.3% | +41.1% |
| 3Y | +69.6% | +642.4% | -572.8% | +46.0% |
| 5Y | +166.5% | -48.3% | +214.8% | +153.4% |
| All | +421.7% | -62.3% | +483.9% | +394.2% |
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