-34.9%
AUR vs OUST
-63.2%
+28.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +1.6% |
| 7D | +19.2% | +12.7% | +6.5% | +14.3% |
| 30D | -7.8% | -13.6% | +5.8% | -2.9% |
| 3M | +4.0% | -8.3% | +12.3% | +1.8% |
| 6M | +45.0% | +85.0% | -40.0% | +5.9% |
| YTD | +69.5% | +73.2% | -3.7% | +25.7% |
| 1Y | +13.0% | +32.5% | -19.5% | -10.7% |
| 3Y | +90.4% | +643.8% | -553.5% | -37.5% |
| 5Y | -34.2% | -52.1% | +17.9% | -51.7% |
| All | -34.9% | -63.2% | +28.3% | -52.1% |
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