+25.4%
XYL vs OUST
-62.4%
+87.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.1% |
| 7D | -5.0% | +5.2% | -10.3% | -5.4% |
| 30D | -13.2% | -19.3% | +6.0% | -12.1% |
| 3M | -3.7% | -22.6% | +18.9% | -3.5% |
| 6M | -17.7% | +62.8% | -80.5% | -22.5% |
| YTD | -21.5% | +68.3% | -89.9% | -26.5% |
| 1Y | -24.5% | +28.5% | -53.0% | -28.6% |
| 3Y | +6.9% | +554.0% | -547.1% | -15.2% |
| 5Y | -18.1% | -56.2% | +38.1% | -27.9% |
| All | +25.4% | -62.4% | +87.8% | +10.6% |
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