+416.4%
XLE vs OUST
-62.4%
+478.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -0.9% |
| 7D | +2.2% | +5.2% | -3.0% | +2.0% |
| 30D | +11.8% | -19.3% | +31.0% | +12.5% |
| 3M | +9.8% | -22.6% | +32.5% | +9.9% |
| 6M | +15.6% | +62.8% | -47.2% | +11.6% |
| YTD | +45.3% | +68.3% | -23.1% | +39.7% |
| 1Y | +48.3% | +28.5% | +19.8% | +43.4% |
| 3Y | +55.4% | +554.0% | -498.6% | +34.6% |
| 5Y | +216.1% | -56.2% | +272.3% | +203.8% |
| All | +416.4% | -62.4% | +478.9% | +390.6% |
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