+275.5%
XME vs OUST
-68.5%
+344.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.0% | +3.4% | -4.6% |
| 7D | -10.5% | -5.0% | -5.5% | -10.2% |
| 30D | -16.5% | -32.0% | +15.6% | -13.1% |
| 3M | -19.2% | -32.4% | +13.2% | -16.1% |
| 6M | -23.8% | +6.7% | -30.6% | -26.7% |
| YTD | -12.6% | +41.0% | -53.6% | -19.0% |
| 1Y | -0.1% | +18.0% | -18.1% | -6.0% |
| 3Y | +79.3% | +560.6% | -481.3% | +30.1% |
| 5Y | +108.2% | -55.1% | +163.3% | +78.9% |
| All | +275.5% | -68.5% | +344.0% | +228.2% |
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 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