+89.2%
XRT vs OUST
-65.4%
+154.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +15.7% | -10.2% | +4.1% |
| 7D | +8.0% | -0.2% | +8.3% | +7.9% |
| 30D | +13.0% | -24.0% | +37.0% | +15.3% |
| 3M | +1.7% | -29.9% | +31.6% | +4.1% |
| 6M | +12.6% | +19.1% | -6.6% | +6.3% |
| YTD | +10.7% | +55.0% | -44.3% | +0.6% |
| 1Y | +18.4% | +21.2% | -2.8% | +10.0% |
| 3Y | +56.4% | +626.0% | -569.5% | +7.2% |
| 5Y | +0.7% | -51.6% | +52.3% | -17.1% |
| All | +89.2% | -65.4% | +154.6% | +51.4% |
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