+50.7%
XRT vs OUST
+626.4%
-575.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.0% | -15.7% | -2.6% |
| 7D | +0.9% | +17.0% | -16.1% | -0.3% |
| 30D | +7.9% | -16.5% | +24.4% | +8.9% |
| 3M | -0.2% | -23.7% | +23.5% | +0.9% |
| 6M | +5.6% | +18.4% | -12.8% | +0.8% |
| YTD | +5.7% | +60.8% | -55.1% | -2.7% |
| 1Y | +14.6% | +44.2% | -29.6% | +6.2% |
| 3Y | +50.7% | +668.1% | -617.4% | +4.2% |
| All | +50.7% | +626.4% | -575.7% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling