+301.2%
XME vs OUST
-60.6%
+361.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -0.2% | +31.9% | -32.0% | -3.5% |
| 30D | -9.2% | -4.2% | -5.0% | -9.1% |
| 3M | -17.8% | -9.3% | -8.5% | -17.5% |
| 6M | -20.0% | +51.7% | -71.7% | -26.0% |
| YTD | -6.6% | +76.6% | -83.2% | -15.7% |
| 1Y | +1.8% | +48.9% | -47.1% | -6.8% |
| 3Y | +98.7% | +675.3% | -576.5% | +41.6% |
| 5Y | +123.9% | -44.0% | +167.9% | +87.6% |
| All | +301.2% | -60.6% | +361.8% | +241.5% |
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 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