+19.1%
OUST vs URA
-40.7%
+59.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -1.1% | +16.8% | +17.1% |
| 7D | -0.2% | -10.5% | +10.3% | +15.6% |
| 30D | -24.0% | -18.6% | -5.3% | +0.3% |
| 3M | -29.9% | -23.0% | -6.9% | -3.3% |
| 6M | +19.1% | -40.3% | +59.4% | +124.2% |
| All | +19.1% | -40.7% | +59.9% | +124.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling