+145.7%
XLK vs OUST
-52.5%
+198.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | 0.0% |
| 7D | +2.3% | +12.7% | -10.4% | +0.9% |
| 30D | -0.1% | -13.6% | +13.6% | +1.4% |
| 3M | +2.1% | -8.3% | +10.4% | +1.5% |
| 6M | +37.2% | +85.0% | -47.8% | +24.8% |
| YTD | +30.8% | +73.2% | -42.4% | +19.2% |
| 1Y | +42.6% | +32.5% | +10.2% | +31.8% |
| 3Y | +121.8% | +643.8% | -522.0% | +55.4% |
| 5Y | +145.7% | -52.1% | +197.8% | +136.7% |
| All | +145.7% | -52.5% | +198.2% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling