+128.6%
XLI vs OUST
-60.2%
+188.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +10.8% | -7.0% | +3.2% |
| 7D | -0.5% | +36.7% | -37.2% | -2.5% |
| 30D | -0.2% | -3.3% | +3.1% | -0.3% |
| 3M | -8.6% | -11.1% | +2.6% | -8.4% |
| 6M | -2.0% | +53.1% | -55.0% | -6.4% |
| YTD | +9.7% | +78.2% | -68.5% | +3.1% |
| 1Y | +11.4% | +50.0% | -38.6% | +5.6% |
| 3Y | +74.2% | +836.2% | -762.0% | +41.0% |
| 5Y | +70.0% | -50.0% | +119.9% | +50.2% |
| All | +128.6% | -60.2% | +188.9% | +101.7% |
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