+61.0%
XLU vs OUST
-62.6%
+123.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | -1.1% |
| 7D | +0.6% | +4.0% | -3.4% | +0.6% |
| 30D | -0.4% | -14.0% | +13.5% | -0.2% |
| 3M | -1.7% | -5.9% | +4.2% | -2.1% |
| 6M | -7.1% | +76.4% | -83.5% | -8.8% |
| YTD | +1.9% | +67.5% | -65.5% | 0.0% |
| 1Y | +6.1% | +27.1% | -21.0% | +4.5% |
| 3Y | +48.8% | +619.0% | -570.3% | +38.7% |
| 5Y | +43.8% | -54.9% | +98.7% | +33.1% |
| All | +61.0% | -62.6% | +123.6% | +48.1% |
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 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