+52.9%
XLY vs OUST
-63.7%
+116.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.2% |
| 7D | -3.9% | -1.7% | -2.2% | -3.7% |
| 30D | -6.1% | -21.9% | +15.8% | -4.2% |
| 3M | -1.2% | -8.2% | +7.1% | -2.2% |
| 6M | -1.8% | +57.5% | -59.3% | -8.9% |
| YTD | -5.9% | +62.8% | -68.7% | -13.5% |
| 1Y | -3.1% | +24.5% | -27.6% | -9.9% |
| 3Y | +36.0% | +599.0% | -563.0% | -2.7% |
| 5Y | +27.6% | -54.9% | +82.5% | +9.3% |
| All | +52.9% | -63.7% | +116.5% | +32.3% |
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