+197.5%
XLK vs OUST
-60.2%
+257.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.8% | -7.1% | +2.5% |
| 7D | -1.9% | +36.7% | -38.6% | -5.4% |
| 30D | -14.0% | -3.3% | -10.7% | -14.1% |
| 3M | -9.0% | -11.1% | +2.1% | -8.6% |
| 6M | -2.4% | +53.1% | -55.5% | -9.0% |
| YTD | +19.1% | +78.2% | -59.1% | +8.3% |
| 1Y | +19.2% | +50.0% | -30.8% | +9.9% |
| 3Y | +99.1% | +836.2% | -737.1% | +40.6% |
| 5Y | +112.0% | -50.0% | +162.0% | +82.5% |
| All | +197.5% | -60.2% | +257.7% | +158.4% |
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