+44.7%
XLRE vs OUST
-61.4%
+106.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.2% |
| 7D | -0.3% | +12.7% | -13.0% | -0.8% |
| 30D | -2.4% | -13.6% | +11.2% | -1.9% |
| 3M | +0.6% | -8.3% | +8.9% | -0.1% |
| 6M | +3.9% | +85.0% | -81.0% | -1.1% |
| YTD | +10.5% | +73.2% | -62.8% | +5.1% |
| 1Y | +8.4% | +32.5% | -24.1% | +3.8% |
| 3Y | +32.8% | +643.8% | -611.0% | +8.6% |
| 5Y | +7.0% | -52.1% | +59.2% | -5.5% |
| All | +44.7% | -61.4% | +106.0% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling