+80.7%
XRT vs OUST
-64.1%
+144.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.0% | -15.7% | -3.0% |
| 7D | +0.9% | +17.0% | -16.1% | -0.7% |
| 30D | +7.9% | -16.5% | +24.4% | +9.1% |
| 3M | -0.2% | -23.7% | +23.5% | +1.3% |
| 6M | +5.6% | +18.4% | -12.8% | -0.3% |
| YTD | +5.7% | +60.8% | -55.1% | -4.3% |
| 1Y | +14.6% | +44.2% | -29.6% | +4.5% |
| 3Y | +50.7% | +668.1% | -617.4% | +2.5% |
| 5Y | -4.8% | -48.8% | +44.0% | -22.0% |
| All | +80.7% | -64.1% | +144.8% | +43.9% |
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