+28.9%
XLY vs OUST
-52.5%
+81.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.1% |
| 7D | -0.5% | +12.7% | -13.2% | -1.7% |
| 30D | -4.9% | -13.6% | +8.7% | -3.8% |
| 3M | -1.0% | -8.3% | +7.3% | -2.2% |
| 6M | 0.0% | +85.0% | -84.9% | -9.4% |
| YTD | -4.2% | +73.2% | -77.4% | -13.1% |
| 1Y | -2.7% | +32.5% | -35.1% | -10.6% |
| 3Y | +38.4% | +643.8% | -605.4% | -5.6% |
| 5Y | +28.9% | -52.1% | +81.0% | +20.5% |
| All | +28.9% | -52.5% | +81.5% | +20.5% |
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