+46.2%
XLRE vs OUST
-64.1%
+110.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -1.3% |
| 7D | +1.9% | +17.0% | -15.1% | +1.2% |
| 30D | +8.5% | -16.5% | +25.0% | +9.0% |
| 3M | -1.0% | -23.7% | +22.7% | -0.3% |
| 6M | 0.0% | +18.4% | -18.3% | -2.7% |
| YTD | +11.7% | +60.8% | -49.1% | +6.3% |
| 1Y | +11.8% | +44.2% | -32.4% | +6.8% |
| 3Y | +40.8% | +668.1% | -627.3% | +14.7% |
| 5Y | +8.2% | -48.8% | +57.0% | -4.7% |
| All | +46.2% | -64.1% | +110.4% | +28.3% |
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