+22.3%
XLV vs OUST
+29.4%
-7.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.4% |
| 7D | -3.7% | +4.0% | -7.7% | -3.7% |
| 30D | -1.1% | -14.0% | +12.9% | -1.2% |
| 3M | +8.2% | -5.9% | +14.2% | +7.6% |
| 6M | +8.9% | +76.4% | -67.4% | +6.5% |
| YTD | +8.5% | +67.5% | -58.9% | +6.1% |
| 1Y | +22.3% | +27.1% | -4.8% | +19.2% |
| All | +22.3% | +29.4% | -7.1% | +19.2% |
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 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