-53.8%
OUST vs URA
+128.0%
-181.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.1% |
| 7D | +5.2% | +1.1% | +4.2% | +4.4% |
| 30D | -19.3% | +7.4% | -26.7% | -23.8% |
| 3M | -22.6% | -8.4% | -14.2% | -15.6% |
| 6M | +62.8% | -12.7% | +75.5% | +82.8% |
| YTD | +68.3% | +7.8% | +60.6% | +60.9% |
| 1Y | +28.5% | +19.5% | +9.1% | +15.5% |
| 3Y | +554.0% | +116.4% | +437.6% | +282.5% |
| All | -53.8% | +128.0% | -181.8% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling