-53.5%
AUR vs OUST
-62.1%
+8.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.8% | -5.4% | +1.5% |
| 7D | +9.9% | +36.7% | -26.7% | -2.9% |
| 30D | -20.2% | -3.3% | -16.9% | -20.2% |
| 3M | -34.1% | -11.1% | -23.0% | -32.6% |
| 6M | -34.3% | +53.1% | -87.4% | -48.8% |
| YTD | +21.1% | +78.2% | -57.1% | -12.7% |
| 1Y | +7.6% | +50.0% | -42.4% | -17.7% |
| 3Y | +159.8% | +836.2% | -676.4% | -22.3% |
| 5Y | -53.9% | -50.0% | -3.9% | -67.2% |
| All | -53.5% | -62.1% | +8.6% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling