+64.2%
XLY vs OUST
-65.5%
+129.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.5% | +8.1% | +0.4% |
| 7D | +2.0% | -3.8% | +5.8% | +2.3% |
| 30D | +7.6% | +5.1% | +2.6% | +6.7% |
| 3M | +1.5% | -25.8% | +27.3% | +3.4% |
| 6M | +1.5% | -2.0% | +3.5% | -1.4% |
| YTD | +1.1% | +54.7% | -53.6% | -7.3% |
| 1Y | +4.3% | +48.8% | -44.5% | -4.3% |
| 3Y | +51.8% | +607.8% | -556.1% | +8.2% |
| 5Y | +22.8% | -52.7% | +75.5% | +4.7% |
| All | +64.2% | -65.5% | +129.7% | +41.7% |
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 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