+51.4%
XLU vs OUST
-49.1%
+100.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.4% | -0.7% |
| 7D | -0.7% | +17.0% | -17.7% | -1.0% |
| 30D | +4.8% | -16.5% | +21.3% | +5.1% |
| 3M | +0.2% | -23.7% | +23.8% | +0.5% |
| 6M | -4.3% | +18.4% | -22.7% | -5.6% |
| YTD | +3.1% | +60.8% | -57.7% | +0.7% |
| 1Y | +0.3% | +44.2% | -43.9% | -1.9% |
| 3Y | +52.9% | +668.1% | -615.2% | +38.7% |
| All | +51.4% | -49.1% | +100.4% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling