-17.1%
XYL vs OUST
-56.2%
+39.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | -5.0% | +5.2% | -10.3% | -5.4% |
| 30D | -13.2% | -19.3% | +6.0% | -12.0% |
| 3M | -3.7% | -22.6% | +18.9% | -3.5% |
| 6M | -17.7% | +62.8% | -80.5% | -23.0% |
| YTD | -21.5% | +68.3% | -89.9% | -27.0% |
| 1Y | -24.5% | +28.5% | -53.0% | -29.1% |
| 3Y | +6.9% | +554.0% | -547.1% | -18.1% |
| All | -17.1% | -56.2% | +39.1% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling