+344.4%
XOP vs OUST
-64.1%
+408.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.0% | -14.2% | -1.0% |
| 7D | -14.7% | +17.0% | -31.7% | -15.6% |
| 30D | -7.7% | -16.5% | +8.8% | -7.0% |
| 3M | +4.4% | -23.7% | +28.1% | +5.4% |
| 6M | +3.5% | +18.4% | -14.8% | -0.7% |
| YTD | +39.4% | +60.8% | -21.4% | +29.5% |
| 1Y | +39.8% | +44.2% | -4.4% | +30.6% |
| 3Y | +29.7% | +668.1% | -638.4% | -2.2% |
| 5Y | +78.6% | -48.8% | +127.4% | +67.6% |
| All | +344.4% | -64.1% | +408.5% | +332.5% |
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