+128.8%
AUR vs OUST
+594.6%
-465.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.5% | +5.3% | -0.2% |
| 7D | -4.5% | -3.8% | -0.8% | -3.3% |
| 30D | -16.6% | +5.1% | -21.7% | -19.0% |
| 3M | -38.5% | -25.8% | -12.6% | -32.8% |
| 6M | -49.9% | -2.0% | -47.9% | -53.8% |
| YTD | +9.6% | +54.7% | -45.1% | -16.4% |
| 1Y | +1.2% | +48.8% | -47.6% | -21.9% |
| 3Y | +128.8% | +607.8% | -479.0% | -19.0% |
| All | +128.8% | +594.6% | -465.8% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling