-64.1%
OUST vs URA
+260.7%
-324.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +4.4% | +9.6% | +10.8% |
| 7D | +17.0% | -4.1% | +21.1% | +21.1% |
| 30D | -16.5% | -19.0% | +2.5% | -1.4% |
| 3M | -23.7% | -25.1% | +1.5% | -4.8% |
| 6M | +18.4% | -44.5% | +62.9% | +86.0% |
| YTD | +60.8% | -24.3% | +85.1% | +103.0% |
| 1Y | +44.2% | -28.1% | +72.3% | +90.2% |
| 3Y | +668.1% | +40.7% | +627.4% | +560.4% |
| 5Y | -48.8% | +35.5% | -84.3% | -57.6% |
| All | -64.1% | +260.7% | -324.8% | -75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling