+44.8%
XLRE vs OUST
-62.4%
+107.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -1.2% | +5.2% | -6.5% | -1.5% |
| 30D | -2.8% | -19.3% | +16.5% | -2.0% |
| 3M | -0.2% | -22.6% | +22.4% | -0.1% |
| 6M | +1.9% | +62.8% | -60.8% | -2.4% |
| YTD | +10.6% | +68.3% | -57.8% | +5.3% |
| 1Y | +8.8% | +28.5% | -19.7% | +4.3% |
| 3Y | +31.5% | +554.0% | -522.5% | +8.3% |
| 5Y | +6.6% | -56.2% | +62.8% | -5.8% |
| All | +44.8% | -62.4% | +107.2% | +27.2% |
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