-56.5%
AUR vs OUST
-64.0%
+7.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.2% | -1.2% | -3.9% |
| 7D | +7.9% | +19.9% | -12.0% | +1.1% |
| 30D | -18.5% | +3.6% | -22.1% | -20.5% |
| 3M | -36.7% | -20.6% | -16.0% | -32.4% |
| 6M | -39.8% | +35.1% | -74.8% | -50.8% |
| YTD | +13.3% | +69.1% | -55.8% | -16.8% |
| 1Y | +2.8% | +49.9% | -47.1% | -21.3% |
| 3Y | +139.7% | +642.4% | -502.7% | -21.2% |
| 5Y | -56.5% | -48.3% | -8.2% | -68.5% |
| All | -56.5% | -64.0% | +7.5% | -68.3% |
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 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