+86.9%
XME vs OUST
+626.4%
-539.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +14.0% | -10.7% | +1.6% |
| 7D | -4.5% | +17.0% | -21.5% | -6.6% |
| 30D | -10.9% | -16.5% | +5.6% | -9.3% |
| 3M | -15.3% | -23.7% | +8.4% | -13.2% |
| 6M | -24.6% | +18.4% | -43.0% | -28.9% |
| YTD | -9.6% | +60.8% | -70.4% | -18.6% |
| 1Y | +2.9% | +44.2% | -41.3% | -6.4% |
| 3Y | +86.9% | +668.1% | -581.2% | +28.2% |
| All | +86.9% | +626.4% | -539.5% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling