+151.4%
XLF vs OUST
-64.1%
+215.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +14.0% | -14.6% | -1.3% |
| 7D | +1.2% | +17.0% | -15.8% | +0.2% |
| 30D | +6.3% | -16.5% | +22.8% | +7.0% |
| 3M | -0.8% | -23.7% | +22.9% | +0.1% |
| 6M | +11.0% | +18.4% | -7.3% | +7.5% |
| YTD | +5.6% | +60.8% | -55.2% | -0.2% |
| 1Y | +10.8% | +44.2% | -33.4% | +5.1% |
| 3Y | +77.8% | +668.1% | -590.3% | +44.7% |
| 5Y | +55.6% | -48.8% | +104.5% | +39.2% |
| All | +151.4% | -64.1% | +215.5% | +129.4% |
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