-29.9%
OUST vs URA
-21.5%
-8.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -1.1% | +16.8% | +16.8% |
| 7D | -0.2% | -10.5% | +10.3% | +12.3% |
| 30D | -24.0% | -18.6% | -5.3% | -7.1% |
| 3M | -29.9% | -23.0% | -6.9% | -11.2% |
| All | -29.9% | -21.5% | -8.4% | -11.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling