+3.8%
XME vs OUST
+50.6%
-46.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.5% | +14.0% | -12.4% | -1.0% |
| 30D | -7.3% | +2.5% | -9.8% | -8.4% |
| 3M | -17.4% | -15.3% | -2.1% | -16.1% |
| 6M | -21.8% | +42.6% | -64.4% | -32.6% |
| YTD | -6.0% | +76.6% | -82.6% | -27.0% |
| 1Y | +3.8% | +54.1% | -50.3% | -16.2% |
| All | +3.8% | +50.6% | -46.8% | -16.2% |
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