+75.8%
XOP vs OUST
-49.1%
+124.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.0% | -14.2% | -0.9% |
| 7D | -14.7% | +17.0% | -31.7% | -15.5% |
| 30D | -7.7% | -16.5% | +8.8% | -7.1% |
| 3M | +4.4% | -23.7% | +28.1% | +5.3% |
| 6M | +3.5% | +18.4% | -14.8% | -0.1% |
| YTD | +39.4% | +60.8% | -21.4% | +30.7% |
| 1Y | +39.8% | +44.2% | -4.4% | +31.7% |
| 3Y | +29.7% | +668.1% | -638.4% | +1.7% |
| All | +75.8% | -49.1% | +124.8% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling