+32.9%
XLV vs OUST
+11.1%
+21.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +15.7% | -12.7% | +3.3% |
| 7D | +5.5% | -0.2% | +5.7% | +5.5% |
| 30D | +13.3% | -24.0% | +37.3% | +12.9% |
| 3M | +17.4% | -29.9% | +47.3% | +17.0% |
| 6M | +32.1% | +19.1% | +13.0% | +30.0% |
| YTD | +24.0% | +55.0% | -31.0% | +21.1% |
| 1Y | +32.9% | +21.2% | +11.7% | +30.3% |
| All | +32.9% | +11.1% | +21.8% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling