+18.7%
XYL vs OUST
-68.5%
+87.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.0% | +8.0% | -0.5% |
| 7D | +10.2% | -5.0% | +15.3% | +10.5% |
| 30D | -4.3% | -32.0% | +27.7% | -2.4% |
| 3M | -17.8% | -32.4% | +14.5% | -16.4% |
| 6M | -13.4% | +6.7% | -20.1% | -16.2% |
| YTD | -25.7% | +41.0% | -66.7% | -30.0% |
| 1Y | -32.7% | +18.0% | -50.6% | -35.9% |
| 3Y | +7.1% | +560.6% | -553.5% | -15.5% |
| 5Y | -18.7% | -55.1% | +36.4% | -28.4% |
| All | +18.7% | -68.5% | +87.2% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling