+54.0%
XLV vs OUST
-53.0%
+107.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.5% | +9.1% | +0.7% |
| 7D | +2.2% | -3.8% | +6.0% | +2.3% |
| 30D | +8.6% | +5.1% | +3.5% | +8.3% |
| 3M | +12.6% | -25.8% | +38.4% | +13.0% |
| 6M | +29.8% | -2.0% | +31.8% | +28.4% |
| YTD | +23.5% | +54.7% | -31.2% | +20.1% |
| 1Y | +25.7% | +48.8% | -23.1% | +22.2% |
| 3Y | +56.3% | +607.8% | -551.5% | +39.7% |
| All | +54.0% | -53.0% | +107.1% | +54.4% |
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