+154.6%
XLF vs OUST
-62.4%
+217.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | 0.0% | +5.2% | -5.2% | -0.3% |
| 30D | +0.2% | -19.3% | +19.4% | +1.2% |
| 3M | +11.7% | -22.6% | +34.4% | +11.9% |
| 6M | +13.8% | +62.8% | -49.0% | +8.2% |
| YTD | +7.0% | +68.3% | -61.3% | +1.3% |
| 1Y | +9.1% | +28.5% | -19.4% | +4.1% |
| 3Y | +75.6% | +554.0% | -478.4% | +44.6% |
| 5Y | +66.4% | -56.2% | +122.6% | +50.1% |
| All | +154.6% | -62.4% | +217.0% | +132.8% |
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