+76.5%
XRT vs OUST
-62.4%
+138.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | +0.8% | +5.2% | -4.4% | +0.3% |
| 30D | -4.2% | -19.3% | +15.1% | -2.6% |
| 3M | +5.1% | -22.6% | +27.7% | +5.3% |
| 6M | +2.4% | +62.8% | -60.4% | -6.2% |
| YTD | +3.2% | +68.3% | -65.1% | -6.3% |
| 1Y | +1.5% | +28.5% | -27.0% | -6.6% |
| 3Y | +40.6% | +554.0% | -513.5% | -2.1% |
| 5Y | -1.0% | -56.2% | +55.2% | -18.2% |
| All | +76.5% | -62.4% | +138.9% | +41.0% |
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