+12.1%
XLK vs OUST
+28.6%
-16.6%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.0% | -12.6% | -1.0% |
| 7D | -8.2% | +17.0% | -25.2% | -10.9% |
| 30D | -18.2% | -16.5% | -1.7% | -16.3% |
| 3M | -11.0% | -23.7% | +12.7% | -8.2% |
| 6M | -2.9% | +18.4% | -21.3% | -9.2% |
| YTD | +14.8% | +60.8% | -46.0% | -1.7% |
| All | +12.1% | +28.6% | -16.6% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling