+152.2%
XLE vs OUST
-56.4%
+208.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.0% | +6.0% | -2.7% |
| 7D | -10.3% | -5.0% | -5.3% | -10.2% |
| 30D | -3.3% | -32.0% | +28.7% | -2.4% |
| 3M | +8.2% | -32.4% | +40.5% | +9.0% |
| 6M | +5.0% | +6.7% | -1.7% | +3.1% |
| YTD | +40.6% | +41.0% | -0.5% | +36.0% |
| 1Y | +45.0% | +18.0% | +27.0% | +41.0% |
| 3Y | +56.3% | +560.6% | -504.3% | +36.7% |
| 5Y | +152.2% | -55.1% | +207.3% | +142.1% |
| All | +152.2% | -56.4% | +208.6% | +142.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling