+16.1%
XYL vs OUST
-64.1%
+80.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +14.0% | -16.2% | -3.0% |
| 7D | +5.9% | +17.0% | -11.1% | +4.7% |
| 30D | -3.9% | -16.5% | +12.6% | -3.2% |
| 3M | -18.7% | -23.7% | +5.0% | -17.8% |
| 6M | -16.9% | +18.4% | -35.2% | -20.1% |
| YTD | -27.4% | +60.8% | -88.1% | -32.1% |
| 1Y | -34.0% | +44.2% | -78.2% | -38.0% |
| 3Y | +5.6% | +668.1% | -662.5% | -17.5% |
| 5Y | -20.6% | -48.8% | +28.3% | -30.6% |
| All | +16.1% | -64.1% | +80.2% | +2.1% |
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 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