+48.4%
XLRE vs OUST
-60.2%
+108.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.8% | -9.4% | +1.0% |
| 7D | +2.3% | +36.7% | -34.4% | +0.9% |
| 30D | +7.3% | -3.3% | +10.6% | +7.2% |
| 3M | +0.1% | -11.1% | +11.2% | +0.1% |
| 6M | +2.3% | +53.1% | -50.8% | -1.7% |
| YTD | +13.3% | +78.2% | -64.9% | +7.3% |
| 1Y | +12.0% | +50.0% | -38.0% | +6.8% |
| 3Y | +45.5% | +836.2% | -790.7% | +17.2% |
| 5Y | +9.3% | -50.0% | +59.3% | -3.9% |
| All | +48.4% | -60.2% | +108.6% | +29.6% |
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