+226.6%
XLK vs OUST
-62.6%
+289.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.4% |
| 7D | +2.3% | +4.0% | -1.7% | +1.9% |
| 30D | +0.8% | -14.0% | +14.8% | +2.3% |
| 3M | +4.1% | -5.9% | +10.0% | +3.2% |
| 6M | +34.8% | +76.4% | -41.6% | +24.0% |
| YTD | +30.8% | +67.5% | -36.7% | +20.4% |
| 1Y | +42.4% | +27.1% | +15.2% | +32.9% |
| 3Y | +121.8% | +619.0% | -497.2% | +61.4% |
| 5Y | +146.6% | -54.9% | +201.5% | +115.3% |
| All | +226.6% | -62.6% | +289.3% | +187.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling