+11.7%
XYL vs OUST
-65.5%
+77.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.5% | +8.7% | +0.7% |
| 7D | -3.7% | -3.8% | 0.0% | -3.6% |
| 30D | -8.3% | +5.1% | -13.4% | -9.0% |
| 3M | -21.4% | -25.8% | +4.4% | -20.5% |
| 6M | -12.9% | -2.0% | -10.9% | -15.0% |
| YTD | -30.1% | +54.7% | -84.8% | -34.5% |
| 1Y | -35.2% | +48.8% | -84.0% | -39.2% |
| 3Y | -0.8% | +607.8% | -608.6% | -22.0% |
| 5Y | -23.2% | -52.7% | +29.5% | -32.7% |
| All | +11.7% | -65.5% | +77.2% | -1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling