+368.3%
XOP vs OUST
-62.3%
+430.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.9% | +1.9% |
| 7D | +5.2% | +19.9% | -14.7% | +4.0% |
| 30D | -8.4% | +3.6% | -12.0% | -8.9% |
| 3M | +2.9% | -20.6% | +23.6% | +3.7% |
| 6M | +8.8% | +35.1% | -26.2% | +3.5% |
| YTD | +46.9% | +69.1% | -22.2% | +36.0% |
| 1Y | +41.5% | +49.9% | -8.4% | +31.9% |
| 3Y | +43.1% | +642.4% | -599.3% | +8.5% |
| 5Y | +92.2% | -48.3% | +140.5% | +80.8% |
| All | +368.3% | -62.3% | +430.5% | +354.2% |
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 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