+67.4%
XLV vs OUST
-63.6%
+131.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.6% | -3.0% | -0.5% | -3.5% |
| 30D | -1.8% | -23.4% | +21.6% | -1.4% |
| 3M | +7.8% | -10.8% | +18.6% | +7.4% |
| 6M | +9.1% | +42.7% | -33.6% | +7.1% |
| YTD | +7.7% | +63.3% | -55.5% | +5.2% |
| 1Y | +20.4% | +15.0% | +5.4% | +18.2% |
| 3Y | +30.8% | +610.9% | -580.1% | +19.3% |
| 5Y | +34.6% | -54.8% | +89.4% | +27.0% |
| All | +67.4% | -63.6% | +131.0% | +59.3% |
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 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