+18.8%
XLK vs OUST
+46.4%
-27.6%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.4% |
| 7D | +7.0% | +19.9% | -12.9% | +3.5% |
| 30D | -11.5% | +3.6% | -15.1% | -12.6% |
| 3M | -7.9% | -20.6% | +12.8% | -5.6% |
| 6M | -0.6% | +35.1% | -35.6% | -8.8% |
| YTD | +21.1% | +69.1% | -48.0% | +2.7% |
| 1Y | +18.8% | +49.9% | -31.1% | +2.8% |
| All | +18.8% | +46.4% | -27.6% | +2.8% |
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