-55.1%
XYZ vs OUST
-68.5%
+13.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.0% | +4.9% | -2.1% |
| 7D | +9.2% | -5.0% | +14.3% | +10.4% |
| 30D | +9.8% | -32.0% | +41.8% | +18.4% |
| 3M | -0.2% | -32.4% | +32.2% | +6.8% |
| 6M | +18.0% | +6.7% | +11.2% | +5.7% |
| YTD | +29.1% | +41.0% | -11.9% | +6.1% |
| 1Y | +14.1% | +18.0% | -3.9% | -3.0% |
| 3Y | +72.6% | +560.6% | -488.0% | -27.0% |
| 5Y | -64.6% | -55.1% | -9.5% | -71.7% |
| All | -55.1% | -68.5% | +13.4% | -62.4% |
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