+157.8%
XLF vs OUST
-60.6%
+218.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.0% | +14.0% | -14.9% | -1.7% |
| 30D | +6.5% | +2.5% | +4.0% | +6.1% |
| 3M | +1.8% | -15.3% | +17.1% | +2.1% |
| 6M | +15.4% | +42.6% | -27.2% | +10.6% |
| YTD | +8.4% | +76.6% | -68.3% | +1.9% |
| 1Y | +11.9% | +54.1% | -42.1% | +5.9% |
| 3Y | +81.1% | +675.3% | -594.1% | +47.6% |
| 5Y | +59.5% | -45.1% | +104.6% | +42.1% |
| All | +157.8% | -60.6% | +218.4% | +134.1% |
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 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