-55.9%
AUR vs OUST
-65.8%
+9.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +14.0% | -4.6% | +4.4% |
| 7D | +1.1% | +17.0% | -15.9% | -5.4% |
| 30D | -22.9% | -16.5% | -6.4% | -18.7% |
| 3M | -35.0% | -23.7% | -11.3% | -29.7% |
| 6M | -39.3% | +18.4% | -57.7% | -48.3% |
| YTD | +14.8% | +60.8% | -45.9% | -14.0% |
| 1Y | +4.3% | +44.2% | -39.9% | -19.1% |
| 3Y | +125.0% | +668.1% | -543.1% | -27.5% |
| 5Y | -55.9% | -48.8% | -7.0% | -67.4% |
| All | -55.9% | -65.8% | +9.9% | -67.3% |
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 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