-31.5%
XYL vs OUST
+11.1%
-42.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +15.7% | -10.8% | +4.7% |
| 7D | +14.5% | -0.2% | +14.7% | +14.4% |
| 30D | -1.3% | -24.0% | +22.6% | -0.3% |
| 3M | -17.0% | -29.9% | +12.9% | -16.0% |
| 6M | -11.3% | +19.1% | -30.5% | -14.8% |
| YTD | -25.0% | +55.0% | -80.0% | -30.7% |
| 1Y | -31.5% | +21.2% | -52.7% | -35.1% |
| All | -31.5% | +11.1% | -42.6% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling