+348.9%
XOP vs OUST
-60.6%
+409.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.8% |
| 7D | -8.4% | +31.9% | -40.2% | -10.0% |
| 30D | -8.4% | -4.2% | -4.1% | -8.5% |
| 3M | +0.2% | -9.3% | +9.4% | +0.1% |
| 6M | +7.2% | +51.7% | -44.4% | +1.2% |
| YTD | +40.8% | +76.6% | -35.8% | +30.1% |
| 1Y | +36.3% | +48.9% | -12.6% | +27.2% |
| 3Y | +37.2% | +675.3% | -638.1% | +3.8% |
| 5Y | +86.6% | -44.0% | +130.7% | +74.3% |
| All | +348.9% | -60.6% | +409.5% | +334.3% |
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