+28.5%
OUST vs URA
+17.2%
+11.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.9% |
| 7D | +5.2% | +1.1% | +4.2% | +4.2% |
| 30D | -19.3% | +7.4% | -26.7% | -25.0% |
| 3M | -22.6% | -8.4% | -14.2% | -15.3% |
| 6M | +62.8% | -12.7% | +75.5% | +82.3% |
| YTD | +68.3% | +7.8% | +60.6% | +50.2% |
| 1Y | +28.5% | +19.5% | +9.1% | +17.6% |
| All | +28.5% | +17.2% | +11.3% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling