+175.4%
XME vs OUST
-56.2%
+231.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -0.1% | +5.2% | -5.3% | -0.7% |
| 30D | +6.0% | -19.3% | +25.2% | +8.4% |
| 3M | -7.7% | -22.6% | +14.9% | -6.9% |
| 6M | +1.0% | +62.8% | -61.8% | -7.6% |
| YTD | +14.6% | +68.3% | -53.7% | +4.1% |
| 1Y | +46.0% | +28.5% | +17.4% | +34.8% |
| 3Y | +127.0% | +554.0% | -427.0% | +61.7% |
| All | +175.4% | -56.2% | +231.5% | +152.1% |
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