+49.9%
OUST vs URA
-29.1%
+79.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.8% | -0.4% | -0.1% |
| 7D | +19.9% | +4.5% | +15.5% | +15.0% |
| 30D | +3.6% | -13.4% | +17.0% | +22.3% |
| 3M | -20.6% | -28.4% | +7.8% | +13.3% |
| 6M | +35.1% | -40.5% | +75.5% | +129.1% |
| YTD | +69.1% | -24.3% | +93.4% | +101.4% |
| 1Y | +49.9% | -28.8% | +78.8% | +95.9% |
| All | +49.9% | -29.1% | +79.0% | +95.9% |
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