-2.1%
XRT vs OUST
-50.0%
+47.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.8% | -7.2% | +2.6% |
| 7D | +2.5% | +36.7% | -34.2% | -0.8% |
| 30D | +10.3% | -3.3% | +13.7% | +10.1% |
| 3M | +2.4% | -11.1% | +13.5% | +2.5% |
| 6M | +10.0% | +53.1% | -43.1% | +0.6% |
| YTD | +9.5% | +78.2% | -68.7% | -2.9% |
| 1Y | +17.2% | +50.0% | -32.9% | +5.5% |
| 3Y | +62.0% | +836.2% | -774.2% | +1.2% |
| 5Y | -2.1% | -50.0% | +47.9% | -11.3% |
| All | -2.1% | -50.0% | +47.9% | -11.3% |
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