+136.6%
XLI vs OUST
-62.4%
+199.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | -1.1% | +5.2% | -6.3% | -1.4% |
| 30D | -5.9% | -19.3% | +13.3% | -4.9% |
| 3M | -0.3% | -22.6% | +22.4% | +0.1% |
| 6M | +0.1% | +62.8% | -62.7% | -4.7% |
| YTD | +13.6% | +68.3% | -54.8% | +7.6% |
| 1Y | +17.2% | +28.5% | -11.4% | +11.9% |
| 3Y | +68.2% | +554.0% | -485.8% | +39.1% |
| 5Y | +80.7% | -56.2% | +136.9% | +61.1% |
| All | +136.6% | -62.4% | +199.1% | +110.3% |
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