+186.8%
XLK vs OUST
-64.1%
+250.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.0% | -12.6% | -0.1% |
| 7D | -8.2% | +17.0% | -25.2% | -10.0% |
| 30D | -18.2% | -16.5% | -1.7% | -16.9% |
| 3M | -11.0% | -23.7% | +12.7% | -9.1% |
| 6M | -2.9% | +18.4% | -21.3% | -7.1% |
| YTD | +14.8% | +60.8% | -46.0% | +5.6% |
| 1Y | +14.5% | +44.2% | -29.7% | +6.1% |
| 3Y | +94.2% | +668.1% | -573.9% | +40.1% |
| 5Y | +104.6% | -48.8% | +153.5% | +77.1% |
| All | +186.8% | -64.1% | +250.9% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling