-65.5%
OUST vs URA
+255.1%
-320.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.6% | -6.9% | -7.3% |
| 7D | -3.8% | -1.5% | -2.2% | -2.4% |
| 30D | +5.1% | -10.4% | +15.5% | +15.3% |
| 3M | -25.8% | -29.6% | +3.8% | -2.8% |
| 6M | -2.0% | -40.3% | +38.3% | +47.2% |
| YTD | +54.7% | -25.5% | +80.2% | +98.1% |
| 1Y | +48.8% | -26.4% | +75.2% | +93.8% |
| 3Y | +607.8% | +31.4% | +576.4% | +537.4% |
| 5Y | -52.7% | +28.6% | -81.3% | -59.9% |
| All | -65.5% | +255.1% | -320.6% | -75.7% |
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