-20.9%
XYL vs OUST
-45.2%
+24.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.4% |
| 7D | +0.6% | +31.9% | -31.3% | -1.3% |
| 30D | -5.7% | -4.2% | -1.5% | -5.9% |
| 3M | -19.8% | -9.3% | -10.5% | -19.8% |
| 6M | -14.2% | +51.7% | -65.9% | -19.3% |
| YTD | -28.1% | +76.6% | -104.7% | -33.8% |
| 1Y | -35.0% | +48.9% | -83.9% | -39.5% |
| 3Y | +2.1% | +675.3% | -673.2% | -23.4% |
| All | -20.9% | -45.2% | +24.3% | -26.0% |
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 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