+372.6%
XOP vs OUST
-65.5%
+438.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.5% | +9.4% | +1.4% |
| 7D | +6.3% | -3.8% | +10.1% | +6.5% |
| 30D | -6.6% | +5.1% | -11.6% | -7.2% |
| 3M | +3.6% | -25.8% | +29.4% | +4.7% |
| 6M | +10.8% | -2.0% | +12.8% | +7.9% |
| YTD | +48.3% | +54.7% | -6.5% | +37.9% |
| 1Y | +42.9% | +48.8% | -5.9% | +33.1% |
| 3Y | +43.3% | +607.8% | -564.5% | +8.8% |
| 5Y | +94.0% | -52.7% | +146.7% | +83.3% |
| All | +372.6% | -65.5% | +438.1% | +360.6% |
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