+42.7%
XLP vs OUST
-56.4%
+99.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.0% | +8.3% | -0.8% |
| 7D | +3.5% | -5.0% | +8.5% | +3.5% |
| 30D | +11.6% | -32.0% | +43.6% | +11.6% |
| 3M | +7.6% | -32.4% | +40.0% | +7.7% |
| 6M | +10.0% | +6.7% | +3.3% | +9.5% |
| YTD | +19.7% | +41.0% | -21.3% | +18.7% |
| 1Y | +23.5% | +18.0% | +5.5% | +22.6% |
| 3Y | +44.0% | +560.6% | -516.6% | +36.3% |
| 5Y | +42.7% | -55.1% | +97.8% | +38.1% |
| All | +42.7% | -56.4% | +99.1% | +38.1% |
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