+47.7%
XLE vs OUST
+40.1%
+7.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.5% | +9.5% | +0.7% |
| 7D | +5.4% | -3.8% | +9.2% | +5.3% |
| 30D | -3.9% | +5.1% | -9.0% | -3.6% |
| 3M | +7.0% | -25.8% | +32.8% | +6.7% |
| 6M | +14.2% | -2.0% | +16.2% | +14.6% |
| YTD | +48.2% | +54.7% | -6.5% | +47.4% |
| 1Y | +47.7% | +48.8% | -1.1% | +46.9% |
| All | +47.7% | +40.1% | +7.5% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling