-2.7%
XLY vs OUST
+20.6%
-23.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.1% |
| 7D | -2.1% | +4.0% | -6.1% | -2.3% |
| 30D | -6.0% | -14.0% | +8.0% | -5.3% |
| 3M | -2.7% | -5.9% | +3.2% | -3.9% |
| 6M | -1.5% | +76.4% | -77.8% | -8.3% |
| YTD | -5.4% | +67.5% | -72.9% | -11.9% |
| All | -2.7% | +20.6% | -23.3% | -8.3% |
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 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