-36.0%
AUR vs OUST
-56.2%
+20.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.3% |
| 7D | +8.7% | +5.2% | +3.5% | +6.8% |
| 30D | -5.2% | -19.3% | +14.0% | +2.4% |
| 3M | -7.3% | -22.6% | +15.3% | -3.6% |
| 6M | +41.2% | +62.8% | -21.6% | +6.7% |
| YTD | +65.1% | +68.3% | -3.2% | +22.2% |
| 1Y | +13.4% | +28.5% | -15.1% | -10.5% |
| 3Y | +98.1% | +554.0% | -455.9% | -36.0% |
| All | -36.0% | -56.2% | +20.2% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling