+56.9%
XLY vs OUST
-62.4%
+119.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | -2.0% | +5.2% | -7.2% | -2.4% |
| 30D | -3.1% | -19.3% | +16.1% | -1.5% |
| 3M | -1.8% | -22.6% | +20.8% | -1.4% |
| 6M | -0.9% | +62.8% | -63.7% | -8.4% |
| YTD | -3.4% | +68.3% | -71.7% | -11.5% |
| 1Y | -1.5% | +28.5% | -30.1% | -8.7% |
| 3Y | +38.8% | +554.0% | -515.2% | +0.1% |
| 5Y | +30.5% | -56.2% | +86.7% | +11.8% |
| All | +56.9% | -62.4% | +119.3% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling