+225.6%
XLK vs OUST
-62.4%
+288.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | +0.9% | +5.2% | -4.4% | +0.3% |
| 30D | +0.7% | -19.3% | +20.0% | +2.8% |
| 3M | -2.9% | -22.6% | +19.7% | -1.9% |
| 6M | +34.3% | +62.8% | -28.5% | +24.5% |
| YTD | +30.4% | +68.3% | -37.9% | +20.0% |
| 1Y | +43.4% | +28.5% | +14.8% | +33.7% |
| 3Y | +116.8% | +554.0% | -437.2% | +59.3% |
| 5Y | +144.0% | -56.2% | +200.2% | +113.3% |
| All | +225.6% | -62.4% | +288.1% | +186.3% |
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 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