+385.8%
XOP vs OUST
-62.4%
+448.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | +2.6% | +5.2% | -2.7% | +2.2% |
| 30D | +15.4% | -19.3% | +34.7% | +16.8% |
| 3M | +12.1% | -22.6% | +34.7% | +12.2% |
| 6M | +19.7% | +62.8% | -43.1% | +12.2% |
| YTD | +52.4% | +68.3% | -15.9% | +41.9% |
| 1Y | +47.6% | +28.5% | +19.0% | +38.9% |
| 3Y | +34.4% | +554.0% | -519.7% | +3.1% |
| 5Y | +154.4% | -56.2% | +210.6% | +144.9% |
| All | +385.8% | -62.4% | +448.2% | +374.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling