+71.5%
XLI vs OUST
-45.2%
+116.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -1.5% | +31.9% | -33.4% | -3.4% |
| 30D | -0.3% | -4.2% | +3.9% | -0.4% |
| 3M | -8.4% | -9.3% | +0.9% | -8.3% |
| 6M | -2.1% | +51.7% | -53.7% | -6.8% |
| YTD | +9.6% | +76.6% | -67.0% | +2.4% |
| 1Y | +10.7% | +48.9% | -38.2% | +4.4% |
| 3Y | +71.6% | +675.3% | -603.7% | +36.7% |
| All | +71.5% | -45.2% | +116.7% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling