+33.1%
XLV vs OUST
+645.3%
-612.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -2.6% |
| 7D | -2.6% | +12.7% | -15.4% | -2.8% |
| 30D | +0.9% | -13.6% | +14.5% | +1.0% |
| 3M | +10.0% | -8.3% | +18.3% | +9.5% |
| 6M | +10.4% | +85.0% | -74.6% | +7.6% |
| YTD | +8.9% | +73.2% | -64.4% | +6.2% |
| 1Y | +23.4% | +32.5% | -9.1% | +20.6% |
| 3Y | +33.1% | +643.8% | -610.8% | +17.7% |
| All | +33.1% | +645.3% | -612.2% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling